How hard, and often do you drive the car? You should wash and waz the wheels regularly ... then dust with a California duster in between washings (remember to WAIT for the rotors to cool before washing the wheels). I generally don't have issues with my C5 ... but it is not my daily driver.
Of the 4 cars in daily use at my house, we typically dust and/or bucket wash the alloy wheels (non chrome, non-aluminum) on a regular basis, and do not have a problem. We also do not use dust shields (no need), except on one vehicle that has many small crevices.
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Steven2001 Intimidator Coupe, 19K miles