as conker said... clay the wheel and then use something better than wonder wheels
wonder wheels is
very acidic and will happily eat away at your alloys... I learnt my lesson after having a set of alloys ruined years ago by using wonder wheels weekly

i now use meguairs hot rims on a bi-weekly/monthly basis only - the results are fab
Unlike the majority of wheel cleaners on the market today our Hot Rims product is safe to use on all wheel types even split rims, polished alloys and chrome finishes. Simply apply Hot Rims to a cool wheel and let the highly effective neutralising agents penetrate brake dust and grime to break down contamination and loosen its hold. Then hose away the residue to reveal the lustrous surface underneath
The best thing to do is get your alloys wheely clean

and then use soapy water (not the same mitt as you clean your paintwork with) as much as possible.... done weekly your rims should not suffer and brake dust build up. You can use Meg quick wheel detailer in between washes to remove contaminates before they have time to bond.
http://www.meguiars.co.uk/ look in shop / enthusiast / other surfaces