I have three sippy cup thingies floating around that I randomly use for water, juice and milk…the milk is the problem because I find that after a time, simply washing the cups with dishwashing liquid do not get rid of that slightly off milky smell :-S
So the solution: just soak the lot (teats, handles and cups) in VERY salty hot water for a bit (a good half hour or so). It’s not The Ultimate Solution, but it helps. I have read that giving them wash in the dishwasher helps too, but a lot of sippy cups (and teats) can not stand the heat. Another solution that I came across on the net is to simply though them away and buy a new one.