Wheels: I've had great luck with Maquire's wheel cleaner, followed up by a good scrub with soap and water. I think the key is to never go to long without cleaning them.
Exhaust: I use Brasso. It takes about 2 minutes to wipe it on and off, and the pipes look better than new when I'm done.
I'm sure you'll find lots more suggestions in the cleaning/appearance forum too.