There is another benefit of lightweight wheels that has not been discussed. It makes it easier to do brake work, do tire rotations, etc.
But seriously, there really isn't any reason to buy expensive lightweight wheels looking for gas savings. Most OEM wheels are decent enough. Don't go putting 24 inch DUBS on your ride though. You are better off making sure tire pressure is maxed out, all 4 wheels are aligned properly, and your tires are LRR. Also, notice how car companies have switched their priority from weight to aero over the years. Think of the civic VX and HX with their lightweight wheels in the 90's. Then you have the Insight's and Civic Hybrids with more aerodynamic wheels. I think that is a big clue, that wheel weight is not as important as the air resistance it creates.