I bought custom wheels for my bike after riding the stock set for some months. The new wheels saved about 1 1/2 pounds. Of course, I might saved the same amount of weight by forgoing the last two slices of pizza. High quality wheels means a high price and and lighter weight and weight will be important for racing.

All Around Wheelset Hierarchy for Road Bike This link has a list of wheel sets and will get you started in evaluating some choices. There are many other choices and some wheel builders post on bike forums. Some wheel sets cost way more than my bike did.