If you cab spare the cash, have them powdercoated. A set of wheels will usually cost you about $250 to have done. That includes blasting and stripping, and then most powdercoaters I have talked to always double coat wheels because they tend to get scratched easilly.
I had mine done 3 years ago and when I wash them they still look brand new. There is a few light surface scratched in them, but they don't even go through to the aluminum. I know if it was just regular paint they would be scratched all to hell.