I have a 4 month old male Westie who has been scratching his ears like mad for the last few days - i have had a look and they are quite waxy and bit red.  Also, as he is scratching them, they have been bleeding ever so slightly.  Should I go to the vet to check if its an infection, or what can you suggest to clean them myself?

Definitely go to the vet - ear problems can easily and quickly become quite stubborn to cure and very painful, often causing dogs to become quite snappy with the pain.

Our dog has suffered with ear problems since he was about this age too.
He is on steroids at the moment after making sores on his ear with scratching them so much.  The vet hasn't a clue why he scratches them either because he said they looked and smelt clean.  Sounds like your westie may be prone to skin problems like ours is, apparently white dogs seem to get allergies more than others according to one vet we saw. It could be his diet or he is allergic to a number of various things.