You can get wheels coated in some special stuff that protects them in the winter. There is a local guy to me that does this for aftermarket rims for trucks and the stuff works okay I guess. The real test is after 2-3 years of the salt on them to see what really happens.
I wish I knew the name of the stuff but he uses a spray gun on the new wheels and then kind of like bakes it on I think to seal them. I know they sell off the shelf stuff you can apply by hand like sealcoats and waxes that will protect the surface during the winter months too.