On a more fact-filled note...
Unsprung weight is bad, as it prevents the wheel following the terrain. Rotating weight is not always bad. High rotating weight prevents the car accelerating as quickly as low rotating weight. On a high-grip surface, high rotating weight will give less acceleration, but on a low-grip surface, this can help prevent wheelspin, and might be an advantage.
Since unsprung weight consists of everything below the spring (so most of the shock, part of the wishbone and most of the hub and axle) another few grammes on a wheel makes very little difference. And rotating weight consists of everything from the motor armature (or BL rotor) right through the gearbox, driveshafts, layshafts, belts, etc., again, another few grammes makes little difference. However, rotating weight makes much more difference the further it is from the centre of the axle/shaft. IF you want to save rotating weight, a few grammes off the tyres makes more difference than a few grammes off the wheels - the tyres are further away from the centre of the axle.
I have to know this stuff for a living, so like Lee says, if you're this worried about your hobby, go TC racing!!

HTH