[aphaynes]

From UPS:

Tires

Irregularly Shaped Items Tires
Packing
Please apply a wide band of pressure-sensitive tape through the center of the tire and then completely around the body of the tire, so the tape is attached to itself.


Labeling
Please attach your completed address label to the strip of tape where it covers the tread.
Cover your label with clear tape.

From FedEx Freight:

Tires
Band and stretchwrap a tire or multiple tires to a pallet
for freight shipping. FedEx Packaging Services also
recommends an anti skid surface for tall stacks to reduce
product movement. To complete your shipment, use a
tie-on tag or a tire/crate label.

Tire/Crate Labels and Tie-On Tags
FedEx Express offers tire/crate labels designed to be
applied to tire treads, but they are also appropriate for
crates, plastic-wrapped products, pails, and other
applications where a good seal is difficult. The tire/crate
label serves as a foundation for your shipping label. It
features a strong adhesive to ensure an intact seal during
transit, but it comes off in one piece when removed at its
destination. For FedEx Express Freight shipments, you can
request tire/crate labels, tie-on tags and cable ties at
fedex.com, or call 1.800.GoFedEx 1.800.463.3339. You
may also contact your account executive for supplies.

I can't see why the same would not apply to wheels. GMCNUT seems to have the simplest proven method mentioned here.