Isn't it fun trying to clean wheels? Not.
I just went through the same thing. It took hour and hours of hard work to remove all of the baked on crude from my wheels which were badly neglected by the previous owner of my car.
I started with BMW wheel cleaner, which I applied a couple of times with lots of scrubbing. The wheel cleaner worked pretty well, but it didn't touch the grease spots, which were all over the wheels front and back. For them, I tried several types of degreasers. Finally I settled on Oil-Flo Safety Solvent Cleaner because it broke down the baked on grease spots. I highly recommend you try it if you have stubborn spots that wheel cleaner won't remove. (I picked it up at a place that distributes janitorial supplies.)
Once I finished with the cleaning, the wheels were completely spotless. I applied
Meguiars #20, which gave them a nice shine. They are a little easier to keep clean now, too.
Whatever you do, be careful about using something too harsh. Once the finish is damaged, you can't reverse it.