After you get them clean, I would suggest using a wheel wax or sealant on them. I use a wheel cleaner or diluted all-purpose cleaner/degreaser to clean the wheels on my cars and then use a wheel sealant on the wheels. Most wheel sealants will actually brighten the wheels and give them a better appearance. I find that if I clean them really well and use a sealant on them, that you can get by with just a soap and water wash for the remainder of the month.
I haven't found a wheel wax/sealant that totally repels brake dust, but using one makes them a lot easier to maintain and keep clean. If you use a wheel cleaner every wash, you will most likely strip off the sealant, so I use just soap, water and a brush in between deep cleaning and sealing the wheels. By not using a wheel cleaner every wash, you'll save yourself some cash money as well.