It's so difficult to give an answer to a polishing question without creating a short documentary. Your question sounds simple, but it actually involves a number of considerations.
1. I recommend using a clear spray coating on any polished items that cannot be easily maintained. (Eastwood has an excellent one, called Diamond Clear #: 10200Z for $9.99)
2. I don't recommend any kind of coating on the major or larger surfaces, as this only complicates removal of surface scratches and other effects of time. Any coating also greatly detracts from the 'shine'.
3. The best way to protect polished aluminum is to get it to really shine in the first place. The brighter the shine, the greater resistance it has to the dulling effects of normal use. After getting anything polished, I recommend frequent buffing to establish the best finish possible, then you'll discover that it requires less and less maintenance. Some buffing compounds have chemicals that hasten the dulling and tarnishing effects presumably to only sell more product.
4. I recommend using a different product on each wheel, for instance, to give you a visual distinction between one product and another. Not just for the immediate result, but for a period of time to test the long tern effects. There are so many products available and people will recommend what they use, but usually this is not very reliable information.
5. I almost hate to bring this up but I'm currently playing around with several products that you don't normally associate with polishing aluminum at all, namely, gel tooth paste and gel shaving cream. The tooth past is rather abrasive, but does a great job of sanding out those occasional scratches very quickly and without any difficult to remove sanding marks. The shaving cream brings the aluminum to the brightest shine I've found so far. The jury's never in on this subject, there's just too many options and experiments to be performed. Check out the English Custom Polishing products, discussed elsewhere on this website.