soap and water. the stock rims have a clear coat if i am not mistaken. get a wash mit, a bucket of car wash and water, and have a hay day. that's all i use on my HREs. they are polished with a clear coat. the car wash has no abrasive, and the clear coat wipes clean
wax just keeps dust from accumulating and "sticking"...if you wax'em, you can just blow off (practically) the dust. That's the only reason why I do it. I've tried just about everything but that's been the best for me.
I hand polished mine last night using a Meguiars machine polish (I think, I have it in an unmarked bottle, may be 3M). They actually made a difference and came out pretty good. Small scratches are hidden much better now, and the wheels feel so much smoother. Hopefully the dust won't stick as bad now.
Definetly use a polish on the wheels after washing. Once you polish them just get a little CA duster and it takes 2 seconds to dust them to a perfect shine. My wheels seem abnormally shiny compared to others I have seen. Most people who see them ask if they have been chromed.
Started out using zaino, but Snake Bitten talked me into using the Pinnacle brand now. I think the important thing is just to make sure you have some kind of protectant or polish on them. It makes them a hell of a lot easier to clean.