Mate, well its your car, so you can do to it what you want.. I think the RS-GT rims (available from Tech9 in WA, or Ozzy Tyres in the eastern states) are the sort of thing you might be after. I don't know how they rate in the weight department, but a bit lighter than ur usual chrome spec ones. Obviously, if you are concerned with weight, the standard 02-04 STI rims - painted black, for the extra 0.5inch width to give that aggressive stance, or even a set of volk or rays rims will be nice and light weight. What ever you do, think about 8.0-8.5" wide rims will make it look way more aggressive.

Im sure there are other options, but I haven't looked in a long time, so I think i might be a bit out of date.

Jimmy S on these forums might be able to shed some light on weight info on the RS-GT's as he had 19's on his MY05. So it might be worth weighting for him to read this thread, or PM'ing him.