Ive got the 08 2.3 M3s with the 17 AA rims, and I was wondering if there are any tricks to keep the brake dust, and the rust deposits off of the rims? With the hurricanes rolling through down south, were getting alot of rain up here in Illinois, and the moisture does nothing but leaves rust on my brakes.

 

I wax my wheels, brake dust isn't to bad as for the rust, it goes away after a couple of stops.
For some reason the Mazda Rotors rust real fast. My 07 and my new 08 are bad about it also.

 

I have a lot of visible rust on my brake rotors, but so far for me, there is no brake performance issue. I never get rust on my rims. I can just see the rust on the rotors.

 

my rotors only get rusted after i wash it or water has been on them but over all they look silver which is fine. I use never dull on my rims sometimes which puts like a clear coat over it i noticed. It's pretty cool. I don't get much brake dust, or at least not like before when i had the steelies i would wash them and you would see dirt come out.

 

Rust on your break rotors is not abnormal. The untreated metal will rust on the outside when the car sits in the open air.

On my GTI I had painted the calipers to prevent rust on the calipers and it helps prevent break dust from settling on your calipers. I'm going to paint the new cars calipers with the same red paint. If you are concerned with break dust you can get break shoes that have less dust, but this will be at a sacrifice of break performance. It sounds like Siber Express' solution may have some marrit while I have never tried it myself.

 

Nothing to worry about. That little bit o' rust will wear off the first-second time you use the brakes. As said before, perfectly normal.
The rears on mine have always been a dusty. I have read that the pad compound Mazda uses has a higher ceramic content in the OE front pads than in the rear, which is more organic/carbon... hence the black dust.
A PITA for sure, and you should clean them regularly as that dust can make a permanent home in aluminum wheels. It etches into the aluminum and makes it impossible to get it out... worst case scenario.