I usually buy my wheels 2nd hand, so they are generally black with caked on brake dust.

I can usually get them back to better than OEM condition off the car by:
wash with a general purpose cleaner. rinse.
Attack any stuck on bitumen or other nasties with something stronger (tar & bug remover / kero / whatever). Use a toothbrush around the wheel weights & any cast-in writing.
Clay-bar the wheel - just use up an old one that's on it's last legs.
Apply sealant or wax to the whole wheel.

For ongoing on-car maintenance use a sponge/microfiber mitt on the face & wheel brush in the barrell. Re-apply the wax/sealant to the face every 6 weeks or so (straight over the old stuff.

Repeat the process when you do a wheel rotation every 7500-10000km.