I like to use Invisible Glass myself. It's the same price as Windex and cleans a lot better - without streaks.
Often on the inside of the windows (in particular, the windshield) you get this light film of gray which is probably from the defroster. What I like to do with this is get a bucket of hot water and a sponge, damp the sponge and keep wiping & rinsing until the window is clean and free of the gray film. Then finish it off with Invisible Glass.
If you're a cleaning junkie like I am, try this website:
http://www.griotsgarage.com