Hey Altezza_Grl,
If you want no mess with your wheels just spray wheel cleaner spray, and leave for several min, per each wheel. Then hose off; it works wonders and so ez (I use Prestone wheel cleaner spray but any would do).
I have silver wheels though, but even with black ones, gets rid of all the brake dust for you :)
Just a note that if you want your wheels more shiny and are a fanatic like me and then try to use a sponge to scrape mags clean, use some rubber gloves to save your delicate skin, as the spray is very aggressive on the hands...
"Carwash, in the carwash - yeah..." ... happy washing ;)