A number of things you may consider.
The first question is: Were the wheels coated?
If so, then you should consider carefully using a emory or fine sand paper to feather the scratches out. You then use a very fine abrasive, to etch the coating, rinse, allow to dry completely and apply a clear coating. I would consider polyurethane, two coats, first where the scratches were and the second over the entire surface.
If not, just use a fine sand paper, (600), then go to fine emory and feather out the scratches. Polishing the entire rim with a rubbing compound to clean the entire rim, then protecting with a good quality protectant polish or wax. Natural waxes usually have to be stripped periodically but they are easier to bring to a good shine and protect very well. Synthetic polishes can go longer. The bad part of waxes is that they may, under high heat conditions, turn colors then you have to remove and reapply but at that time you probably have to clean your wheels again due to brake dust.)
Brake dust is something that is a constant pain in the neck. You have to clean your wheels routinely. I use a good detergent like simple green with a soft plastic brush (a buck in the local super market) to clean mine and they look good. Others may opt for specially formulated cleaners for brake dust. I almost forgot to mention that I also have to apply liberal amounts of number 9 elbow grease. There is really no "magic" solution, to keeping rims looking great.
If your rims haven't been off the vehicle, I would recommend taking them off and cleaning both the outside and inside. You would be suprised how much brake dust as well as general dirt can accumulate on the inside of the wheels, and can actually throw your wheels out of balance. On a 30 year old pickup or beater that you drive down to the feed store or lumber yeard that is one thing but on a corvette, balance is a dire necessity.....