Hi Steve,
For the Exhaust... Raceglaze Alutech metal polish is a fantastic product - it can be applied with a microfibre cloth or pad, or for a bit extra umph it can be used with wire wool. Not only does it clean them up, but it also leaves a protective film to help keep them looking shiny for longer
The best products for the wheels are Bilberry for general cleaning, as Tony says, as this is the best wheel cleaner we have found - ever! Tar and Glue remover will help and also claying the wheels will remove any baked on and etched in deposits - we do a grey clay that would be excellent as it does the job, but isn't too harsh.
Sideskirts... Tar and Glue remover again, and you can clay these as well