Just try and get a magnet to stick to them!

I don't have enough experience with other bikes to have a valid opinion on steel vs other materials, but my current steel road bike rides much nicer than my old aluminum one using the same wheels. Granted, the aluminum was a lower end Bikes Direct Motobecane and the steel one is a higher end Fuji.

Edit: I think more has to do with frame design over material. The steel does seem to do an excellent job of dampening road buzz though.