I put ~10 lb 15" Kosei K-1 TS on my car with ContinentalTouringContact CV95 (195/60). See
here for details. I dropped the overall wheel weight by about 2.7 lbs per wheel. Even with the weight reduction, I can't say anything is better. At highway speeds, I suspect things got a bit worse due to the drag the new spoked wheels produce over the relatively smooth OEM wheel. Both Coyote (see thread noted above) and I are holding out for the summer when weather isn't a factor to see if we can conclude anything. My winter mileage seems to be down 1-2 MPG, but it's been unusually cold as well.
You'll find opinions on both sides, from "why mess with a good thing" to "do what you want". I'd submit that a wheel change will not improve things, and may drop it 0-3 MPG. I held out that hope when I selected my setup - I went for weight reduction in the hopes of having my cake and eat it too (looks and a boost in FE). In the end, it doesn't seem to matter all that much. Given that, you just need to decide what's important to you. If FE tops your list, than your current setup is the way to go. If the sacrifice in MPG is worth the fun and look of having custom wheels, go for it. It's your car - own it however you like!
So you know, the OEM wheel weighs 14.2 lbs.