Welcome to Autopia.
What should I use to clean my wheels?
It depends on how dirty they are. I have great results with DP Wheel Gel (which is what I usually use), but I also like P21S Wheel cleaner or gel. Good over-the-counter brands are Turtle Wax Platinum Wheel gel (if you can find it) and Eagle makes a bunch of wheel cleaners for specific wheels. Also invest in some good wheel brushes and a decent sheepskin wheel scubber.
What sponge should i use to clean the car?
Use a wool or sheepskin mitt, that is you best bet to reduce webbing and swirls.
What should I use to clean the leather as well as the wood in the interior?
Lexol makes some good products for leather, and you can find them in most auto stores and some big chain stores. The wood you can usually just dust with a damp MicroFiber towel.
What should I use on the windows in the inside?
Stoners Invisible Glass (at auto store and walmart) and a "glass microfiber" towel are a great combo for clean windows.