If it is a collectable coin that you are considering selling, it should be left in the same condition you received it in. Cleaning coins generally reduces the value. For general purpose cleaning of coins I put a tiny dab of plain old mint toothpaste on each side of the coin and GENTLY rub it between my fingers. Rinse well and repeat if necessary.
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If it is an old coin and has some value above face value do not polish it, "cleaning" a coin destroys all extra value it may have. If you want to polish an average coin out of your pocket any brass polish will work.