So, you can save some weight with pedals. The difference between some old 105 pedals and a set of crank brothers candy 3 pedals is around 100 grams. You can go lighter by using egg beaters.
Tubular rims can lead to some weight savings. Reduced spoke count will be a minor savings.
You might shave off half a pound with the above.
Saddles weigh a lot. That would be the obvious place to look for savings. But, as others have said, they aren't a rotational mass.