WD 40 as other have said and those green plastic scratch pads work real well to, use some high grit sand paper for the thick stuff, and then go over with the green scratch pads will come out looking brand new and use a lot of WD40.
+1 for scotch bright and wd40. I bought a used one with pant material melted to it. I got the pipe hot, scraped the thick stuff off, then scrubbed it down. Get some exhaust wrap from your local auto parts store, follow the directions and you never have an issue!