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The calipers are painted so avoid potent chemicals. 1 part Mr. Clean- 1 part cash wash -1 part water in a spray bottle. Spray and agitate with a brush. Rinse. Wax.
i actually use wheel spray for my stop techs (hasn't hurt them in the least). Spray it on to release the brake dust and let it sit for 30 seconds and then immediately wash it off with a sponge with soap and water. then i put 2 coats of wax on them to make it harder for brake dust to stick. Works real well. Of course i do this when i'm cleaning the inside of the wheels real well. The wheel is obviously off for this project. Any other questions give me a shout.
If you "wax", you will need to use a polymer or acrylic sealant. Any natural wax product will evaporate with the first press of the pedal. It just cannot handle the heat.