It depends on what kind of algae you've got. Some are particularly common when a tank is new and tends to get less as it matures. Some (like brown algae) are not even caused by too much light, but tend to be associated with insufficient levels of light (such as you might encounter in a Juwel tank). Overfeeding is a common factor.
Different fish eat different algae. For brown algae, I have found livebearers do quite a good job.
As for thread algae, amano shrimps are really good, and their bioload is very light, so are easier to fit in than plecs.