I have a Dura ace mechanical rim brake Aeroad. The wheels are pretty heavy at 1650 grams but are 62mm deep. I could get pretty close to the UCI weight limit with a set of climbing wheels if I wanted but don’t really feel I need to spend more money. If you go Canyon, you are going to want to be looking at the Ultimate line as they are the lightweight ones from them.

And as Whyfi mentioned, the Emondas are even more lightweight for the $. The $2200 price range a 2017 SL 6 will come in around 16.5#. You are looking at $2750 for a Canyon Ultimate CF SL 8.0 at the same weight, but it does do it with disk brakes.