Solvents

Used to dilute oil colour during painting, solvents are also used to clean brushes and palettes after painting.  Artist solvents are made specifically for artists use and are fully volatile, meaning that they leave no residual matter behind upon evaporation from the paint mixture.
Hardware/DIY grade solvents, though lower in cost, are not refined to the same degree and will often leave a tacky painting surface where used, and a paint film that won't fully dry.
A variety of solvents are available, including a low-odour solvent and solvents specifically for cleaning brushes and pictures.