There are those who say do not pressure wash your engine because you can force water in between gaskets. That's the reason.
Oven cleaner is good stuff, but it is what is often used to completely strip automotive paint off prior to total restoration. Boy howdy do not leave it on very long!!
I certainly clean mine when they get dirty, and I've pretty much used every one of the methods up above. The little gun that hooks to air and the tube in cleaning solution we always called a 'squirrel gun'. Good tool!
George