Cleaning vintage costume jewelry takes more work generally than cleaning fine jewelry.  The reason is simple.  Costume jewelry must be treated much more gentle than fine jewelry.  The main reason is because much (not all...especially higher end items) were made as "disposable" jewelry to be worn a season or two.  Also, the composition of rhinestones is much different than precious or semi-precious stones and thus commercial cleaners are not made for them.

Never, never, immerse your rhinestones in any kind of liquid.  In fact, don't get liquids anywhere near them!  Many rhinestones have foil backs to simulate gems and this backing can and will come off or be damaged with any kind of moisture.  The best way to clean up a piece that may become dirty is to take a very soft old toothbush (like a baby's) and very gently rub it back and forth to dust off all tight areas.  A very soft cloth can also be run over the entire piece to shine up the stones.  I recommend doing this over a tray lined with a soft cloth so that if there are any loose rhinestones they will not fall to places you cannot locate.

Vintage costume jewelry that has no rhinestones can be wiped with a damp cloth and some could have clear water used.  Never use commercial jewelry cleaners as gold tone pieces are not gold and the chemicals are much too harsh.  You risk ruining the entire piece should you do this.

The number one danger to vintage costume jewelry is makeup and perfumes.  Apply all these before you put on your jewelry to avoid the exposure of these agents to your pieces.  I'm amazed at the "gunk" from makeup that is on some 1950's earrings.  You'd think they wore makeup on their ears!  Another good thing to do is to keep a soft clean polishing cloth in your jewelry box to wipe down pieces when you're done with them to prevent any further damage.

Often times people will immerse rhinestones in water...please don't!  They might look great initially but most of the time it is going to darken and damage your rhinestones making your piece totally worthless.  You might not see it right away, but it will happen.  I did this inadvertantly as I spilled water on my nightstand with this fabulous vintage rhinestone bracelet.  Though I wiped it off immediately, the next time I looked at the bracelet about 25% of the rhinestones had turned dark gray.