Just use wonder wheels alloy wheel cleaner on them once a month. They come out looking good as new. But only use it once a month, I made the mistake of using it weekly and over the course of 2 years I started to notice that the finish was starting to fade away. Mind you this could be the fact that the wheels cost me £400 from new so could just be rubbish quality wheels.
Audi pads are really bad for dust though. I noticed that the moment I changed from OEM pads to EBC brake pads. The amount of dust now in comparison to before is easily half.
If I went on a spirited drive on the OEM pads, the wheels would be covered in dust, but now it take a few hard runs to get that to happen.
Saj - thanks for the pointer. Think I'll look at changing the front pads then!
I've used wonder wheels for ages, whenever I clean the wheels, and agree that multispokes (there was a 19" 20-spoke design available, but not sure I've seen any pictures) would be a real pain to clean. My parent's old A3 had 20-spoke 16" wheels and they were a real bind to clean.
Wonderwheels is also potentially nasty stuff. I used to keep all the cleaning stuff in the wheel-well under the boot floor when I had my 1.8T Sport. Unfortunately the Wonder Wheels spilled a bit on one occasion and it stripped a big patch of surface off the lovely full-sized spare

! Thankfully I never had a puncture and so I just left it to the dealer I traded it in with for my 2.8 Quattro!
Needless to say, I didn't keep Wonder Wheels in the boot of my later cars!