Make it easy for them. I keep a box, basket, or bin in every room he routinely plays in.
They fit into the decor so it doesn't scream "TOYS" but when the living room needs cleaning, for example, he can just toss stuff in there. Right now he's particular about what toys go where so it's less necessary now but I still like having them for quick clean up.
I also took a que from his daycare.
Everything is labeled in the playroom so I just pull out one bin at a time for clean up. I'm not terribly strict about having only one bin out at a time for play because it's good for the imagination to mix things up but clean up is easy.
Lately it's been much better because I've found a few things that work. They love being timed and seeing if they can "beat the clock" by finishing cleaning before the timer goes off. They also love racing against each other.
You can use rewards sometimes like if you can clean up in 5 minutes, you get to watch a TV show. I hope some of these ideas help!
And finally, lead by example.
If your room is a mess with bed unmade, so will their's. If they don't see you keeping your stuff picked up in public areas, they won't understand why they have to clean up. I've known quite a few families who ride their kids' ass about cleaning up toys but books and magazines and gadgets and old junk mail clutter every surface.
Not saying this is you, but it's a common enough occurrence I felt it's worth mentioning.