theres many ways you can cleanse them.. just as if to cleanse any other divinatory tool. you can bury them.. bless them.. hold them through running water, anoint them.. any which way you feel cleanses them the best.
Smudging is a term that means cleansing with sacred smoke and it is culture specific, so it is easiest to simply say smoke cleansing. Sage is often the herb used for it, though other herbs can be used for smoke cleansings.
Alfadottir, you're correct. I do find it interesting, though, that cultures from very different parts of the world have smoke cleansing rituals, whether with sage (as with the Native Americans), to some Eastern and fae-Eastern cultures which use incense, and many others using sacred herbs, wood smoke, incense, or what have you.