Use Extreme Metal polish or Blue Magic Metal Polish. You can find these cleaners in Pep Boys or local automotive supply store. Mothers also makes an aluminum rim cleaner, check the internet.
I've found the easier way to clean aluminum rims is to use a steamer sprayer and a terry cloth towel. Those cheap little steamers you see advertised work well for the job. They loosen the dirt enough so that it wipes away fairly easy.