i cleaned up a set of rims i got a s/hand a while back - they had bulk brake dust grease almost fused onto the wheel lol. i used a wire brush to get as much as possible off (dry), then i used septone wax & grease remover, with an old rag, seemed to do the job. fairly time consuming though.

good luck

**edit
using wire brush etc will get all the grime off, but the inside of the wheel will most probably also have some corrosion, so to get it perfect you would have to buff as well as per ramon's post

or as an alternative, you could take them in to be sandblasted then repainted/powdercoated
refer to this thread Clicky