Anyone who lives on a boat, knows that this is one of the most common questions you'll hear. Another one is "where is that water coming from", but we'll get to that one later.
When we got our boat the bilge smell was horrible, and I don't mean "musty old boat" smell bad. I mean "reach up and smack you" bilge smell. Through a variety of techniques and products, we've eliminated 95% of our bilge smell.
1) Spray bottle - It takes longer, but whatever I'm "dumping" in the bilge to clean it, I always put in in a spray bottle (and refill several times) and spray the solution into the bilge so that it touches as many surfaces on it's way down as possible.
2) Vinegar - If you didn't know Vinegar is all natural and non toxic, and a wonderful cleaner. If you're not quite sure go check it out here http://www.vinegarworkswonders.com/faqs.asp
3) Orange Bilge Cleaner - Yep, the trusty stuff from West Marine
4) Bilge pump/hose/bucket/oil soaker tubes - This is the most tricky and by far the grossest, but it works wonders when cleaning out a bilge that hasn't cleaned in YEARS and you don't want to just dump the stuff out in the marina.
I make it a point to do a bilge clean at least a month. It may be something as simple as putting a gallon of vinegar into the bilge (by use of a spray bottle), turning off the bilge for a few hours and letting things slosh around down there, then turning it back on while we sail home. But I've found that being constantly vigilant can make a world of difference. I've considered getting a bilge brush, but haven't had anyone who has actually used one.
Up top you notice I said 95% of the smell. That's because it'll be one rainy night you're down below cuddling with your sweetie, when all of a sudden the air passes by and you both go "What's that SMELL?" You laugh, grab the spray bottle, and go off in search of the smell. (Last month's culprit was the side of the bilge that isn't very easily accessible except by entering in through the liquor locker, removing everything, and taking up the bottom.)