If the grease has soaked into the walls themselves, the only real solution is going to be replacing that part of the wall. We had the same problem when I was a kid, and ended up having to replace the entire wall behind the stove because the grease had ruined the plaster. Yuk.
If it hasn't soaked in, try dishsoap; any good dish soap will cut grease, so drag out a bucket and some scrubbies and get to work. Don't scour the wall, though, unless you have some way of repairing any damage you do!
As for the stove itself, a plastic dish scrubbie (the sponge kind) and a paste of Comet type cleaner will bring off the baked on goop, and rinsing it with a strong vinegar and water solution will help remove any residual grease.
If it really won't come off, look in the phone book for your local Habitat for Humanity re-sale shop. They often have really cool appliances dirt cheap (we got a ceramic top stove for $25 from them, and sheets of plaster for $10 each at ours), and they may be able to help you find help with minor repairs if you ask nicely, wink, wink!