I had lightweight rims on my Fit and saw improved gas mileage when using them, as well as the advantages in responsiveness and handling you mention. But it was not as pure a test as yours because the tires were not the same. I definitely remember hating to take them off in the winter.
Reducing unsprung mass improves handling and responsiveness. Reducing rotating mass improves acceleration and should improve fuel economy, but how much might depend on what kind of driving you do as much as anything else.