Hi all,
Probably a spray with some soapy water will do or submergence for a couple of hours, although I'm well disposed towards the idea of a Hover-fly larvae, (Ladybird larvae are definitely too active). They also make really good fish food, just swish the plant about in the tank.
I don't tend to have a problem with aphids in the garden, as I don't spray so I have lots of wildlife (if you want to grow aphids, spray your roses with an insecticide, after a couple of sprays, wait a week and you will have thousands of aphids), but Coriander on a window-sill inside always get them.
cheers Darrel