Depending on the grime AG engine and Machine Cleaner may not touch it. If that is still leaving behind some stubborn marks I would try some AG Tar and Adhesive Remover and some bodywork clay on them next. If that is till not working you will have no choice but to use an acid based wheel cleaner. Always start of with the mildest cleaner first though.
If the AG Engine and Machine cleaner works, follow up with a wheel sealant and all should be good. If you end up uisng an acid based cleaner - chances are it will make the paintwork quite dull so ideally you will need to polish them and then seal the wheels. Plus being after doing this soap and water will be all you need.
Specialist wheel sealants do work wheel, but you can also use decent polish /sealant route as you use on the paintwork. Autoglym Super Resin topped with there Extra Gloss Protection works well on wheels. I use that followed by Poorboys Wheel Sealant on mine.