DO NOT USE A PRESSURE WASHER EVER!!
To clean the engine bay I cover up the alt, fuse box and any other under hood electronics that you don't want wet... Then using a spray bottle I add in dawn dish soap yup Dawn the grease cutting stuff.... Spray the entire bay then with light pressure with a garden hose wash down. Repeat if necessary and when done wipe with a cloth. Finally I spray all plastic parts with some maxima SC-1(find it at any MX shop) and bam good to go!
If is really really bad and you don't want to do it yourself take it to a detailer and have them steam clean your bay....