It depends what you are purifying them away from. If it is from synthesis, then people often use anion exchange chromatography and FPLC. The gradient used is 10mM to 1M triethylammonium bicarbonate, and the buffer is removed by rotovap. You can buy the triethylammonium bicarbonate already made. The column separates no phosphate from mono, di and tri phosphates.

I purified fluorescent uridine monophosphate analogues recently, using Ion-Exchange chromatography. The gradient initially used was 10 mM to .5 M triethylammonium bicarbonate buffer but it takes a long time a lot of test tubes ;). So, I would suggest you to use 10 mM to 1 M TEAB.One can easily prepare 1 M TEAB buffer by preparing aq. solution of triethylamine and then bubbling carbon dioxide into it. And as mentioned by Marcia Moss, buffer can be removed by rotovap but you will have to be careful because the solvent bumps a lot initially.