I only use light tubes, 23mm tires, and ride at a full 120 psi front and back. (For "performance" riding, I'm happy to sacrifice a bit of comfort in favor of reduced rolling resistance and crisp handling.)
I started out by the using various Bontragers my LBS sold me. I wasn't happy - and tried Kenda. Not happy. I went with a few latex tubes as well - very expensive, and I found them to be unreliable and had some spectacularly loud blowouts.
Then I went to Continental. Happy! They're fairly light - if not the lightest - but they seem to be more puncture resistant, and they lose less air between rides than all of the others I've tried.