I finally found one that does remove brake dust easily and leaves a clean shine with minimal crevice brushing. It smells bad but it works...
Simoniz Heavy-Duty Rim Cleaner: Simoniz Heavy Duty Rim Cleaner | Canadian Tire
Not sure if it is available in the US? Anyways here is a photo of product:

I also have had good luck with another product called Black Magic Titanium Wheel Cleaner as well.

Thanks for posting it up, will have to try it.

On a side note, a few years ago I went to clean my American wheel aluminum rims at the do it your self car wash. I sprayed up the rims but didn't wash off the cleaner quick enough- ended up staining the rims permanently. Hard lesson learned on how important to follow directions to a "t" on rim cleaners.

Excellent Advice! Look at the back directions before you buy to ensure it is right for your application. I generally with all new wheel cleaners start with a watered down test on small area to ensure it is safe. Then work up to a full strength test. Let those rims cool down before cleaning in shade. Not hot Water, warm ok to 100F.
Even though this product works great for my application, it is not the most enviro friendly ph balanced, orange peel type of cleaner, it does contain acids and warnings.

The more aggressive cleaners like above do remove brake dust better, but once again test it as above watered down first, on small area.
If you want a Ph balanced wheel cleaner that is not as aggressive there are many cleaners available. The Black Magic Titanium Wheel Cleaner is ph balanced.
Titanium Wheel Cleaner | Black Magic Car Care Products
Hope This info helps.

I'll give that a shot. If this can clean up my disgusting factory wheels, it'll be worth it!

I just wash them when I wash the car with soap and water. Black rims don't show dirt easy

Factory Black Rims Rule...
If they are painted never use wheel cleaners ...you wont have any paint left in short order.
However if I was to paint a set of wheels, I would not mind trying this spray product Called Plasti-Dip:
Plasti Dip Black | N-Motion Auto
If anyone has experience using this Plast-Dip on their wheels please comment..!

I used VHT Epoxy and followed with Duplicolor Wheel Clear. Has been pretty durable since I did them 2 years ago