For the same power output, off the line a lighter rim/tire combo will be faster. It takes less power to bring it up to maximum speed.
Over the long (really long) haul (excepting things like hellacious crosswinds) a deep section rim offers an aerodynamic advantage that can shave time off a ride. However, it's at a sacrifice for comfort. I wouldn't want to spend 10 hours on a bike with 45mm aeros.
What kind of riding do you do? Light to light sprinting downtown will be faster on a lightweight setup. Open road cruising with minimal stops (and not much climbing) will be faster on a deep aero.