Like has been pointed out already, there are a lot of kinds of algea and in saltwater tanks, there are algea 'phases' that are part of a cycle that continue long after the water is safe to keep fish in it.
Phosphates are a big reason why algea can thrive in a SW tank (and FW for that matter) and so it is something you should be testing for quite a big, IMO.
What sort of clean-up crew do you have? Many different snails will eat different types of algea and so it is best to keep a few of each, depending on tank size. Some crabs will also help out a lot like different types of hermits (I hear scarlete reef hermits are the best in most cases) and emerald (mythrax) crabs will help out with bubble algea quite a bit.
If the algea is on the glass, I found that all but a couple types are really easy to scrub off and even the harder types are easy to scrape off with a little bit of elbow grease. Inverts will clean off your rocks and so will some fish. I have a couple angelfish that really work on my live rock well and it is nearly spotless from the unwanted types of algea.