The aphids that (always!) seem to be on milkweed plants, from what I understand, are specific to milkweeds and don't really do any harm or spread to other plants.
For other aphids, I use a mixture of about 1 tablespoon of mild soap (Ivory flakes, if you can find them, or a soap for baby diapers -- if you use liquid soap, don't use those with antibiotics or bleach), about 1 tablespoon of vegetable oil or Murphy's oil soap blended in about 1 pint of water. For extra effectiveness, I add about 1 teaspoon of rubbing alcohol to the blend. Spray it on the aphids with a light mist sprayer.
Jeremy