Unfortunately, or fortunately , depending on how you look at it, I saw this problem coming and opted for the running board replacements that are just 3" diameter Stainless Steel tubes, with the rubber treads stuck-on. Very easy to clean and any scratches can be polished-out, within reason..
Presumably, as people are recommending abrasive cleaners, the "standard" running boards are not plated in any way? In that case, regular (slightly) abrasive cleaners are the only solution. If they're Aluminium, CPC sell some very good Aluminium polish that will bring it up like chrome.....the problem is you have to keep it that way.
Maybe try the heavy-duty wax that's designed for alloy wheels?