Certainly do. If there's been a cold snap which means salt on the roads then as soon as it's above freezing I wash the whole thing carefully and use a medium pressure spray underneath and in the wheel wells to make sure all the salt is washed away. If the temp gets above 10deg C then I might put a layer of wax on too. Below that the wax won't set off properly. I always clean the back of the wheels too.

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Me:
Current: 2011 E71 40D Vermilion Red/Beige Nappa

Wifey:
Current: 2012 R80 Countryman SDX Green/Cream