Start any wheel cleaner you're using working before you start washing the rest of the car. Why? So it has a chance to work. Apply it according to directions, mist (don't spray hard) lightly to get it going, then let it sit while you work on your car from the top down. Brake dust and wheel crud is usually tougher to get off than what's on your car's paint, so it takes a little more time.
Completely clean the wheels before you wash the rest of your car. If you do that, you'll be fighting gravity -- and gravity always wins. When you wash the rest of your car, all that dirt and grime you rinse off will end up right back on your clean rims.