Hi Andrew,
You're absolutely right that wirewound resistors make good inductors - indeed in some transient suppression applications it's actually an advantage. They are essentially single layer windings on a low relative permeability core, so can't really compete with purpose built inductors in terms of self inductance per unit volume, but the effect can be important. You'll seldom find details of parasitic reactances on resistor datasheets, but the data is often available. For example, you'll see from the data for W20 series (attached) that inductance increases with body size /rating and is roughly proportional to ohmic value.