Anything but good car wash solution will damage the wheels over time. The "spray on, wash off" cleaners are HIGHLY acidic, and will WRECK your wheel's clearcoat. How the hell do you think they get the dirt and dust to come off so easily? Magic? Nope, highly abrasive cleansers.
Wax your wheels when you wax the car. At first, dust will be worse if you have wax buildup, but after that the dust will come off much easier (and the wheels look brighter with a nice coat of wax). Think of your wheels like you would your paint. No abrasive chemicals, no stiff brushes. Be gentle on your wheels.
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aka dinanM3, black '99 SVT Contour with new goodies arriving all the time
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