I painted my 05 steel winter wheels (factory ones not aftermarket black ones)I used to have with Dupli-Color wheel spray paint (and clear coat) but rust returned back after one winter. I used the Rustoleum hammered paint (in can not spray bottle) with a brush and the results are much better. They come in a slightly darker shade of silver and the hammer look is applied by the pressing a brush method. The thicker coat and the harder paint from Rustoleum hammered paint resisted rust coming back well. Another bonus is touching up rust is easier since the texture hides imperfection.
If you have rust the best way to remove it is with a brass round wire brush on a drill. Another thing is I added wheel skin covers to prolong the paint from rusting back. The wheel skin hides most of the wheel but block salt from penetrating on 3/4 of the wheel. The salt likes to stain the wheel covers so I rubbed it with petroleum jelly and so far it is working well.
My ideal painting for steel is to sizzle off all the grime with Gunk, then with dilute acetic acid (vinegar works), then thoroughly rinse. (All this on a sunny Summer day.) Let them air dry until they are hot from the sun. Then coat them with Zinc Spray (it is green), let 'em sit for an hour and follow up with a good paint.