We commonly do it to our cars ( Starions/Conquests )

Parts needed:
Aircraft stripper
400-600-800-1000-1500-2000 grit sandpaper
Mothers/Meguiars Aluminum wheel polish with a buffer/orbital

Lay your rim(s) out, spray the aircraft stripper on them and let it sit for about 5 minutes. Rinse off with water. Work your way up with the sandpaper from the coarse to finest grit to get as much imperfections eliminated as possible. Then polish the wheels. It take's a good bit of elbow grease, but well worth it.