There are many places that re-finish wheels. How deep is the scratch? If is merely cosmetic, you might be able to perform some minor surgery. I would start off with a good old cleaning.
Use a good MF mitt (for the wheels only), and put some elbow grease into your cleaning. Get all the grime off. I would use Dawn for this, as it will cut right through the brake dust. From there, I would go right to a "wheel" polish. Eagle makes a great wheel polish. I have found that the wheel polish has a bit of "grit" to it, which is slightly different than putting Blitz or Klasse on your wheels.
Remember, your first priority is to get rid of the scratches! If the scratch is deep, you should consider getting the edge or lip refinished. Not expensive to get done. There are so many places that do that (especially with the size and shine increasing with wheels), and at a reasonable cost.
Ok, now that you have cleaned the wheel, you can pick your direction. If you want super shine, and longevity, I would go with Klasse. If you are looking for something that you would have to put on from time to time, I would stick to a wax. Wheel polish and wax will do the job nicely here.
Make sure to buff all of your wax, Klasse, or any other product off. If you don't get it all off, you can cake it onto the wheel, and then you will really be upset (and we don't want that

).
I have 17" wheels on my GTI, and they are pretty easy to clean, but they are also very easy to scratch. The key with my wheels is to stay away from curbs. I avoid them like the plague. I have not had a chance to Klasse them yet, but I have put a few coats of wax on them, which keeps the brake dust down, along with making them look great.
Hope that this helps.
Best regards.