I was told several times that the most effective way is simply to move my wet hand (palm) over the cloth (and cat's hair will be on the palm).
But in my case it's not true. Maybe, because in my case the cloth is thin (I prefer thin T-shirts, socks, etc) and cat's hair is relatively long, so it often gets deeply inside the cloth, literally penetrating it (or, at least, hardly clinging to it). Washing machine doesn't remove cat hair too.
Currently I end up with explicitly removing hair fibers with my fingers one-by-one. Any ideas? (Details, if needed: we have two cats, one short-haired and one long-haired.)