The advantages of lightweight alloys are more than just pure weight shedding. The ride will be better as it is on the unsprung mass, so the suspension can act quicker to absorb all those potholes that Fifth Gear were harping on about. Accelleration and braking are enhanced because there isn't as much kinetic enrgy stored up or having to be built up in the wheels. Handling will be better as the wheels can react better to inputs. Fuel consumption will be better due to most of the previous items mentioned. Although individually all these are small they add up to more than just pure weight shedding. Some people mention that putting crap tyres on your car is the equivalent of sending Ronaldo out in wellington boots, by the same measure putting heavy wheels on a car is like putting diving boots on him!
There are plenty of other weight saving areas to go for on the car, but choosing lightweight alloys is a good place to start
£2.5k is expensive and could give you a heap of other mods. I have chosen the mods that I can to reduce weight as well as perform better than stock. The TAROX brakes are very light compared to a stock set-up. The ARB's are lighter AND stiffer than stock. True, I do have a hefty sub build in the rear, but this too was designed to be removable in less than a minute when the need arises.
At the moment the car is my daily as well as my weekend toy, but when that changes and I get another daily driver I will strip the sh!t out of the car, put a roll cage in and enjoy it even more
Anyway, back on topic......
There are some good options here.....
http://www.golfmkv.com/forums/showthread.php?p=1746774