There are a few reasons people will recommend 19" wheels over 20" wheels.
The first being that a 19" wheel is going to be lighter than a 20" wheel, and the less unsprung weight the better.
The second reason to run a 19" over a 20" is because a 20" wheel puts more stress on the wheel bearings and on the brakes.
Another draw back to 20's is that there are not many high performance tire options, such as the R compound tires available. Most are only available in sizes up to 19".
Also, the ride will be much more rough with a 20" wheel because of the smaller sidewall.
All in all wheel size is all personal preference, and depends on what you want to do with your car. If you plan on going to the occasional track day or spirited driving, go with the 19's. If you are putting wheels on solely for the looks, then 20's are for you.
If you are really into performance get some 18's!
