You can buy this bar at your local drugstore for approximately $4.99. It's inexpensive and works great for your brushes!
The bar is fairly large, so I took a knife and cut a quarter of it off. You may want to do the same, and save the rest for later.
This is an It Cosmetics brush that I use for blush. You can see that there's a lot of product I need to get off.
All I do is wet the tips of my brushes with water and swirl it on top of the piece of soap I cut off just enough to get some soap on there. Then I massage my brush with my fingers through water again to get all the gunk out. I dry it on a clean and dry towel, and I'm done!
And... boom! I have myself a clean brush. :) I tried this soap with my Beauty Blender as well, and it worked great!