Sorry I am about to get really nerdy and I apologize in advance.
For leather I actually like Lexol products but I have heard Sonax has a really nice cleaner/conditioner. After they are clean I highly recommend Gyeon Leather coat after they are clean. I did my m3 seats about two years ago and they are still really clean and no blue jean transfer.
As for the wheels, I like Adams Wheel cleaner. Its PH neutral, so it wont strip waxes and sealants but its strong enough to clean them really well. I seal my wheels with Jescar powerlock and it seems to hold up well. I also use it on the paint as a base sealant, then top with Collinite 845 and Beadmaker after the first maintenance wash... Here is my 02 after the last wash.
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Nick Wood, on Flickr
As for the fender wells and under side, I use Simple Green Extreme and steam. The Extreme version is their aviation formula so it is safe for aluminum and will not promote corrosion. My steamer is probably the second best detailing product I have purchased. Not only is it great for indoor use with the car on the lift but since old bmws are prone to rust, it doesn't force a bunch of water into cracks and crevasses. Here are a couple of pics from when I detailed the underside of my m3.
Before.
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Nick Wood, on Flickr
After.
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Nick Wood, on Flickr
If you get a good steam cleaner, you can actually clean everything from the leather to the undercarriage. Again, sorry for being nerdy but I love detailing.