For a DD, wheel weight is not that big of a deal. Try to find some light wheels and tires but don't obsess over it - a few pounds here or there isn't going to make that much difference for a DD.
Unsprung weight will tell you all you need to know (and more). Lighter is usually better (as others have mentioned, there are some trade-offs, so it's not a hard and fast rule) but if you make a big change in unsprung weight, you will probably need to adjust spring/shock rates.