If you want them to come out with minimal scratches and defects, you need to do a lot of sanding.
After sanding, or if you just want the shine to return, get your hands on Meguiars Mag and Aluminum polish, (its a red paste), assorted buffing wheels and an air compressor powered dremel or similar tool.
NO NO NO, it should be DFWLS1's, CUMMINS, C6 VETTES.net
Depends on your goal with them. Like Dylan said, do a lot of sanding, then buffing with some metal polish and they will come out like a mirror. Although I don't believe you want to go to that extent. That would be quite a few hours worth of work per wheel.
Quickest and easiest way to get some shine back in them, Power Ball from Mothers and Meguiar's Mag and Aluminum polish. They will come out very nice!
I think those wheels always had a satin or matte finish.
Your right, they do make them in polished, I have a set on my 95 F150. I havent really ever seen them come all the way out. My 91 F150 had the same ones on there. I power balled them, and the looked pretty good, but not polished looking.