Cleaning your baseboards is, frankly, a pretty tedious task. However, if you want to keep your home looking spick-and-span, you're going to have to spend at least some time cleaning your baseboards.
Believe it or not, wiping down your baseboards with dryer sheets is one of the best ways to keep them clean.
If for whatever reason, you don't have any cleaning supplies at all, you can just use a sock.
If your baseboards don't have a ton of caked-on crap, you can probably just use a duster or a broom to clean them up.