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I'm a fan of DP Wheel Glaze - get it at autogeek.net
has some cleaning ability, as well as a good long-lasting sealant. I can get about 3 months, it seems, before the protection starts to fade.
I you really HAVE to treat the wheels before you put them on.
you HAVE to remove them at least twice a year, for a full polish and cleaning - or else you'll get pitting and flaking of the chrome.
Road salt and brake dust are really a killer - do not be satisfied just washing the face of the wheels. Make sure you pop the wheels off a few times a year for the full treatment