I think if you went with lighter wheels you might get better mpg... but it's kind of a trade off. When I had my stock wheels I felt like I got stuck/pulled into more ruts. That could have been because of how narrow they were, so maybe going wider and staying light would be cool.
I also kind of like having a little more rolling mass. I think of it like this: when you throw a ball of paper it slows down quick, but when you throw a tennis ball/baseball it carries better. I'm not sure if the heavier rims help the car in the same way, but I can feel a difference.
Pretty much, I think light wheels will help you accelerate faster and stop faster.