Even if you do exactly the right things, you can still end up with a streak or three. In that case, the simplest solution is to finish the job with a quick buff.
A chamois or a microfiber cloth is best, although a regular rag will do. Keep it dry, and just buff over the glass when you finish cleaning it. You'll find those streaks just disappear.
As always, keeping up with the job makes it a whole lot easier. The less dirt and grime your windows accumulate, the less time you'll spend cleaning them -- a quick vinegar spritz, newspaper swipe and you're on your way.
For more information on windows and cleaning, look over the links on the next page.