I'm telling you from experience.
Bel Ray chain lube is the cleanest, and best lube I've found. Won't fling all over your wheel. Yes it does have some fling off, but the wheels stay cleaner longer.
On cleaning an alloy rim, Ian hit it right on. Hot soapy water, just make sure its a mild soap. We're not using laundry detergent. WD-40 is a very good cleaner, but it leaves an oily finish that dust can adhere to faster. You guys may laugh but for my painted, plastic, and chrome parts, I use pledge dusting spray. Its like an easy spray on wax cheap too.