You can get a cleaner called Astonish. It's quite coy about what it really is... it's a micro-abrasive paste, which has tiny amounts of aluminium in it.
It's incredibly good at getting rid of grease, and I use it on stainless steel without it losing the finish. It cleaned my UPVC windows up nicely too. Because of the way it works as long as you don't apply a great deal of pressure it'll cut through the grease/muck without cutting into the surface. It cleans the inside of my oven perfectly, and I took some to my parents and cleaned 12 years of muck off the inside of theirs.