I spray them a few times with some wheel cleaner, hose them down and then use a wash cloth with soapy water to get into there. The grease comes right off if you use that method and do it often enough. It is just time consuming though as there are so many nooks and crannies!
get one of those giant sponges from autozone or pepboys. It works great and gets in all of the crevices. I use the brushes too...but have found the sponge to be superior. Brushes tend not to contact the entire surface of what they are being used on.
the best option for the grit and brake dust that has worked itself into the finish (if people aren't cleaning their rims well or often enough!) is a product called Nevr Dull. it comes in a dark blue tin. pull out a wad of it, rub and buff. it works magic. i guarantee you won't be disappointed.