Depends on how bad they use salt or Calcium in your area. Around here a set of new aluminum rims will look good for 2-3 years. After that the clear/paint starts to fail and turning to crap. IF you can keep the rims clean, don't get any paint chips or scratches on them and wax them VERY well every few weeks they stay pretty nice.
Once they start to rot the only good solution is to pull them off, strip them and refinish.
The BIG advantages to steel wheels in the winter is that they don't tend to leak like the aluminum. Steel is lighter and more forgiving than aluminum if you tag a curb or a rock. You can usually beat them back into a shape that will get you moving. Try that with aluminum and you will have some nice hunks of alloy to scrap.