What can I do to clean and shine up my wheels on my 97 528i.I assume they are aluminum and are pretty dull.Also there is adhesive from weights should I use a razor blade to remove

i would start with some mild all purpose wheel cleaner...

then clay all the crevises

take a hard bristle toothbrush or detail brush and agitate the adhesive with the wheel cleaner to get it off....shouldnt be that hard....and then the clay should remove the residue left behind

do NOT use the razor blade..

take the wheels off if u can

makes it much easier to get both sides..

Wheel cleaner and good brush/rough sponge . if u have goo off it'll help with the weight glue

Get mothers aluminum/chrome polish..follow directions

DO NOT use a Razor Blade. Get a rag, some Goo-Gone, and rub away. This will take every last bit of it off.

Now for the rest of the wheels, it depends on if you have coated or uncoated wheels. If they are coated, then DO NOT use a mag/alum polish and instead I would use something REALLY strong like Meguiar's Wheel Brightener. This is a SUPER powered wheel cleaner that is only to be used on coated wheels because it will stain uncoated metal. If you are not sure what kinda wheels you have, get Meguiar's NXT All Metal Polysh. This works on any wheel surface, so no worries there, but won't be as effect as the wheel brightener. If they are bare metal, then I would get Meguiar's Hot Rim's Mag/Alum Polish over Mothers simply because it is a MUCH more pleasant product to work with and doesn't go bad (just had my Mother's tub go completely bad on me). Both work Fantastically well though.

Combine the metal polishes with a Mother's Power Ball, and it should make cake work of cleaning the wheel!

Careful with the Mothers, you don't really want to use that on painted rims.
Pick what you can of the adhesive, I use lighter fluid to remove sticky adhesive types of gunk and road tar. If they are really chrome, you also need to avoid some of the wheels cleaners out there, they can etch or cause permanent hazing.

how can I tell if they are coated

Lets see pics of the wheels...

Lets see pics of the wheels...
+1

how can I tell if they are coated
Post pics, or if you really don't know, then use NXT All Metal Polysh. It is made to work on both coated and uncoated metals.