When you invest good money on quality makeup brushes, take special care of them to make them last. Makeup brushes that are used daily need frequent -- but gentle -- cleaning.
I used to clean my makeup brushes just once a month or so but have changed my routine to cleaning the brushes every other week as they're aging more quickly now. For cleaning your makeup brushes, you can get as basic as putting a dollop of anti-bacterial soap (or baby shampoo) in the palm of one hand, wet the brush and swish around the soap. Rinse the makeup brush well until the water runs clean. Squeeze out excess water gently by wrapping the makeup brush in a paper towel. Hang up to dry overnight.
A better way to clean makeup brushes is to use a cleaning solution that professionals use. You can easily find these online by searching 'makeup brush cleaners' at Google.com. Some good makeup cleaners are produced by Bare Essentuals, Clinique, and Lancome. Whichever one your choose, I suggest you look to eBay for the best cost for your makeup brush cleaner.
If you've only invested in a few eye shadow makeup brushes and need to clean them quickly before applying a different color, Bare Essentuals makes a decent quick cleaner called ID Quick Change. You can get it at Sephora for $18 or, I actually prefer to get it on eBay at a more reasonable price (anywhere from $9-13 USD). A quick squirt and a rub with a paper towel takes off last nights deep blue to allow a new lighter shade for today.
After cleaning, hang the brushes so that the bristles hang down - you want any extra water to drip off and down the bristle. I use hair clips to clip the makeup brushes to a towel overnight for drying.