If your wheels are chrome, not painted, then you are safe using pretty much anything on them. If the paint is latex, then it is water based and you need to soften it up with water then try your fingernail to scrape it off. I would go to a carwash and use the power wand ( power washer ). If the paint is oil based, then use some Goo-Gone, finger nail polish remover, maybe WD-40 will do it if its not real hard and cured out. I wouldnt be afraid to use a mineral spirits or paint reducer and even lacquer thinner on wheels and even on the body itself, but then again thats what I do everyday so I know what I can get away with. If you dont feel comfortable, dont do it, period. If when you are finished there is a bit of haze left over, a little chrome polish or wax will fix it up.
Remember, bugs and tree sap and latex paint are water based and water is needed to remove.
Road tar, street line paint and the like is oil based and you need an oil based solvent to remove it. For tar , WD-40 works pretty good and is found in everyone's garage at home. Goo-Gone is also good. These are pretty weak solvents and shouldnt harm the paint very easily.