They are not generally harmful, and you'll usually just find them in the sump and the dark undersides of rocks. They just filter/clean the water (a minor amount).
If you are bent on getting rid of them, I'd say you must take either a biological or chemical approach. Many harsh products used for other purposes (e.g., Chemiclean, Erythromycin, Vibrant) also kill sponges in my experience. Even so, it'll be a hard battle and may be stressful on other tank inhabitants. So be prepared. You can also probably employ some other inverts or fish to nibble on them in your sump... as well as manual scraping them off the sides.