Engine degreaser kicks a$$ on brake dust
I used Gunk Foamy engine bright engine degreaser (about $2 /can at autozone) to clean the backside and front side of my wheels. ALL brake dust came off after only few minutes. I used a nylon soft brush to help the process and then rinse. After, i washed the wheels as normal to remove any remaining engine degreaser. these wheels started pretty black and ended up shiny silver.
If you scrub and the dust still doesn't come off, try gunk.
ETA: oh by the way, i had the wheels off the car. it makes it easier to get at the inside of the wheel. i like to see clean wheel on the inside as well as out.