Clean wheels as a first step, before claying and polishing, as the chemicals used to clean rims and tyres could contaminate a freshly polished surface if done afterwards.

Use a specially formulated wheel cleaner and wheel brush or mitt, clean the wheel working from the inside out.

Give the wheels a good rinse, ideally using a hose or pressure washer. Hose out your wheel arches, removing the grit and dirt that could otherwise fall back onto your nice clean wheels.
Once all of the wheel cleaner has been rinsed off, wash your wheel in warm soapy water and dry with a microfiber towel.
Wheels can be finished with a light wax, Sealant or Ceramic Coating, which will help with future cleaning as debris will wash away easier not to mention that the surface will be left protected and with a high gloss finish.