Brass is OK, but I wouldn't be using steel wool!. I've used a dremel with a brass wheel. It discolors the face a little, but cleans right up with a little rubbing alcohol.

As for oiling, I wouldn't bother unless you've got a black ox or black ion head. Even gunmetal might like a little oiling action.

For your chrome and brushed heads, a little chrome or stainless steel polish will get them looking good again.

Why are you going to sand the face?