Distilled water is okay in theory; regular water can leave smudges. Water doesn't bond to oil, though, so it's fairly useless with fingerprints.
I'm not sure I'd trust too strong a solvent on multi-coated glass. Alcohol is probably fine for occasional cleanings, but I've heard stories of excessive use breaking down lens coatings. Tiffen's lens cleaning solution is mostly water and ammonium carbonate. No idea why.
I swear by microfiber cloth. I'll douse my cheap lenses in lens cleaning fluid and they usually clean up great with maybe slightly cleaning marks, but my fancy ones never get liquid near them, at least never intentionally. If a microfiber cloth doesn't remove finger prints (which it almost always will), then maybe go for lens cleaning fluid or distilled water (applied to optical tissue, not directly to the lens). I'm unfamiliar with the lenspen but it looks like a good option, too.