Anything with a high polish will be prone to scratches. I would be sure to use a FRESH bucket of soapy water, Ivory liquid is just fine, to wash the wheels with a soft mit. Use a mit exclusively for the wheels, as brake dust is hard to rinse out and can really scratch your paint if you use the same wash mitt etc for the wheels as the paint.
I prefer a wash mitt to a sponge because the mitt isn't as firm and you can work it into smaller areas with less pressure. Don't use natural sponges, because they can have bits of shell or sand in them.
Once clean, a good wax on the wheels is a good idea to help prevent brake dust from sticking.