I posted here a few weeks ago about needing to clean a year's worth of brake dust accumulated on the wheels of my wife's 2004 Saab 9-3. Even though the car was washed regularly, no particular attention had been paid to the wheels. I rec'd a lot of good tips on cleaning from this NG.
So, I attacked: I needed to rotate the tires anyway, so I raised one side of the car at a time on two floor jacks and took off both wheels. I flopped them over to start with the backs, sprayed Westleys Tire Cleaner and hand washed them with Blue Coral Car Wash. Turned them over and did the same to the fronts, including special attention to the bolt holes, which turns out to be fairly easy with the wheels off of the car. As mentioned here, the key to getting brake dust off is lots of elbow grease. It took a considerable amount of scrubbing with the Blue Coral and a soft cloth, but ALL of the brake dust specs came off. Whew! After cleaning, I put the wheels back on the car and applied a coat of Mothers Carnuba wax. Like new! I promise to never let them get into that condition again.