Ideally, you want a decent cleaner, then you want to seal the wheels, which will make the next clean a lot easier.
I use Zaino stuff mostly, which isnt cheap, but its amazing stuff. For a cleaner, i use Bilberry, its very good, and non acidic. After that, i use Zaino Z2 / Z6 / Z8 then finally ZCS which is the true sealant on them all.
You could just seal them, the first 3 are polish / gloss enhancer / finish spray.
You can also get others, like poorboys wheel sealant, which is also pretty good.
On my 205, i spent a lot on finding some rare wheels, and having them refurbed. After the above treatment, i never touched them for cleaning. Just Bilberry and a jet wash, and a wipe over with Z8 when ever i redid the car. Dirt just doesnt stick.