There are several ways to skin a cat, but I've seen an amazing mirror-like shine come from the PowerBall products and Mothers polishes.
On a big rig with bare polishable Alcoas, you could conceivably use all three PowerBall products they have -- PowerBall, PowerBall Mini, and the PowerCone. http://www.youtube.com/watch?v=v_ZRGgE3nn4
You can use PowerMetal liquid, but I also like the 10 ounce jar of Mag Polish as it's a good deal. An initial polish with either of those, and a finishing polish with their Billet Polish will offer a great shine and extra protection from oxidation. I also like to use a quick shot of FX Spray Wax for extra protection.
If you are challenged with the coated Alcoa Dura-Bright wheels, then you wouldn't want to use a metal polish, but you could use a Plastic Polish or a synthetic wax (less chalking mess than a carnauba cleaner wax). FX Spray Wax would also be great afterwards.
You would also want to clean them first with the appropriate wheel cleaner for the finish.
The big PowerBall is great for diamond plate as well.
Not sure if they're coated or not? Alcoas are identified from the factory with a sticker on the wheel. If you're still not sure, you can wipe a little metal polish with your finger or a cloth on a clean wheel and if it turns black within a few seconds, it is not coated.