Firstly, wheat will give a slightly cloudy finish if you add too much: no more than 10% of the grain bill.
Secondly, are you using a wort chiller? These can really help to clear the finished product.
Thirdly, how long are you leaving your beer for before drinking? Most beers that I make will ferment for 2 weeks and then put into bottles or kegs to condition. They usually don't start to clear for another fortnight. Time is your friend.
Fourthly, what temperature is it being served at? Chilling the beer will help it to settle.
Finally, if (like me) you forget to add Irish Moss to the boil, just dissolve 1 leaf of gelatine and add it to the fermenter 1-2 days before kegging or bottling.