Your best bet is going to be three tools:
A interior wheel brush similar to that shown above. Or something like this:
http://www.detailedimage.com/DI-Brus.../Full-Size-S1/
A large boar's hair brush to clean the outside of the tire and wheels:
http://www.autogeek.net/8inmoorbohaw.html
A small detail boar's hair brush for the wheel bolt and spokes:
www.autogeek.net/lug-nut-brush.html
I also usually spray a wheel cleaner on my wheels prior to scrubbing with regular car shampoo, I am partial to Einzett, but there are other good products out there too. The key point here is you want to be sure you use something that does not strip wax.
http://www.1z-usa.com/einszett_wheel_cleaner.html
Be very careful with wheel cleaners, many are designed to get dirt off at all costs. The heavy detergents used will strip your wax and in some cases damage the finish of the wheel.
Finally, once you have them cleaned up apply a high temperature wax or sealant. I am partial to FK 1000p. Its cheap, easy to apply, lasts forever and rated for higher temps. Higher temp rating is important when it comes to wheels because your brakes and tires can get hot, this heat radiates out to the wheels and can cook off regular wax and sealants.
**Edit: Once properly sealed your wheels will be WAY easier to clean and maintain moving forward.