. . . well, I broke down and bought some wheel wax from TireRack. It's the only place I know that sells it. Not sure what the difference is between normal wax and wheel wax, but what the hell. I'm hoping it reduces build up of brake dust, or at least makes the dust easier to clean off. The wheels look great, though!
A warning -- don't wax the wheels on an empty stomach. The wheel wax smells so good, you might eat some. ;)