From my point of view, this question is suitable for a two-step answer. The first part, let us call it soft preprocessing, could be taken as the usage of different data mining algorithms to preprocess data in such a way that makes it suitable for further analyses. Notice that this could be the analysis itself, in case the goal is simple enough to be tackled in a single shot.
The second part, the hard preprocessing, actually comes prior to any other process, and is may be taken as the usage of simple tools or scripts to clean up data, selecting specific contents to be processed. To this problem, POSIX provides us with a wonderous set of magic tools, which can be used to compose concise -- and very powerful -- preprocessing scripts.
For example, for people who deal with data coming from social websites (twitter, facebook, ...), the data retrieval usually yields files with very specific format -- although not always nicely structure, as they may contain missing fields, and so. For these cases, a simple awk script could clean up the data, producing a valid input file for later processing. From the magic set, one may also point out grep, sed, cut, join, paste, sort, and a whole multitude of other tools.
In case simple the source file has too many nitty-gritties, it may also be necessary to produce a bundle of methods to clean up data. 57
In such cases, it is usually better to use scripting languages (other than shell ones), such as Python, Ruby, and Perl. This allows for building up API's to select specific data in a very straightforward and reusable way. Such API's are sometimes made public by their writers, such as IMDbPY, Stack Exchange API, and many others.
So, answering the question: are there any best practices? It usually depends on your task. If you will always deal with the same data format, it's commonly best to write an organized script to preprocess it; whereas, if you just need a simple and fast clean up on some dataset, count on POSIX tools for concise shell scripts that will do the whole job much faster than a Python script, or so. Since the clean up depends both on the dataset and on your purposes, it's hard to have everything already done. Yet, there are lots of API's that puts you halfway through with the problem. 904