I just bought a bottle of Planet Polish Wheel Seal and Shine.  It's a cream that applied to the wheels protects them for hot brake dust.  It also gives an amazing shine.  I took the wheels off the car and cave them a thorough wash, dried them off then wiped it on.  Buffed off after about 5 mins.  The wheel now has a very slippery feel. 

You can't apply to bare alloy, but paint and anodised surfaces are fine.