the up side of cleaning the engine is that

* it looks pretty and,
* can be easier to work on in the event you have major overhaul work to do.

the down side of using a high pressure jet is:
* that it can force water into the hydraulic systems - very very bad.
* it removes any oily "protection" layer that can prevent corrosion
[otherwise known as a minor oil leak]
* it can force water into the ignition system
* it can force water & grit into oil seals,
* it can force water into the clutch mechanism,
* it can clean /wanted/ lubes out of mechanisms that are supposed to
have it like the throttle body & control cables, etc.

some consider it the mark of a "good" mechanic to keep the engine bay
clean.  [my bay is clean too, but not because i pressure wash it.]
personally, i like to see the bay of any used car i buy dirty because it
shows it's not been messed with and i /know/ the hydraulics are much
less likely to be problematic.

if you still want to clean it, use a detergent like gunk, apply with a
brush, and hose it off with a low pressure stream of water only.  if
there's still dirt, re-apply the gunk & repeat.

keep water away from the hydraulic reservoirs.

Fijoy,
I don't advise you to do it since water can easily get into areas that
could cause you to pay a lot of money to repair the damage. For example,
water can cause electrical parts to "short out".
The best way to clean your engine is to use a rag and some cleaning
solution. Clean just the top area of the engine and don't allow any of the
cleaning solution to come into contact with any electrical parts.

Don't do it.  Pretty doesn't mean reliable.  This applies to a lot more
than cars.

Had an '84 GM that I washed 3 times with high pressure.  Looked nice.
Lost various sensors every time.  $100+ a pop, way back then.  I think
the newer cars will suffer less damage in general, but you are taking a
chance.

If you decide to do it, use a non-corrosive cleaner like Simple Green.
Wet the engine bay down with a hand held hose.  Spray the Simple Green
out of the bottle on the surfaces, more on the greasy parts.  Get out
an old toothbrush and maybe a bigger brush and scrub as needed.  The
parts that aren't too dirty will come out a lot cleaner even without
scrubbing.  Spray everything down with the water hose. Repeat the
application if needed.  No high pressure.  Do this with a cold engine
only.  Never wash a diesel engine by the way, they're too finicky.

All while you're doing this, avoid the alternator and exposed relays
and fuse boxes as best you can.  You may be able to wrap some of this
in plastic.

Then use a gallon of distilled water and rinse everything down to avoid
water spots.  Start up the car and drive it a good long while to dry
everything out.

I have always washed my engines. You have to make sure the distributor
cap is covered though. Plastic bag and tape. Wouldn't hurt to practice
removing the cap and wiping the inside dry beforehand. May have to let
it sit a bit and dry out from residual engine heat if it doesn't
immediately start, so it's best done on a sunny summer day.

Or WD40 followed by soapy water for the faint of heart.

Thanks to all who replied. I am not gonna wash the engine. :)

-Fijoy