personally I think wheel specific wax is a gimic, it's a way for you to pay more for less by touting it as a speciaty product, where truth is any wax is going to give the same protection weather it's on chrome or paint I think...
my best advice is just to use wax, whatever you use on your paint finish is also good enough for your wheels. like mtn has said, the heavier the build up layer the better, forget about wiping & buffing out a shine, it'll give more protection if it's just applied to a haze & left... I would even cake it up a little heavier in orafices & stuff that would tend to collect salt water, like I cake it inbetween the seem of a 3 piece wheel & around the bolts where rust will always start.. if you cake some way in there it'll protect it much better than if you didn't...
if & when you ever get around to washing them then wash & rinse well then reapply...