Well if you are really serious about going for weight savings, then swapping out those tiny quarter windows and rear windows is a good option. Not every mod needs to have a pay back, sometimes you do it for the sake of doing it. If you find 10 different ways to clip off 5 lbs, then take out the obvious weight items, you might see a serious improvement.
As mentioned, you really can't and shouldn't be changing out the safety glass of the windshield and doors.
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