Be carefull spraying certain engine cleaners (including Purple Stuff) on painted surfaces, it can cause them to streak. Your best bet is some mild soap.
As far as spraying anything off, I go to car wash with the high pressure wand and spray the engine down. Like elff said, stay away from electronics such as the ECU, also the fuse box and headlights (I'm still trying to get moisture out of my passenger headlight). A little over-spray wont hurt, but don't hit them directly.
Make sure you wipe off all painted parts before you run the engine to avoid waterspots.