I have 25's- Continental Ultra 2000's - on my hybrid that would have come with 35's. I have a Trek 7500FX. No problems at all with the rims - LBS guy knows my riding (sometimes better than me) and encouraged me to go even smaller than the 28's I'd gone to on my heavier Giant Nutra.
(Ultra 2000's are more expensive than a lot of tires, but they last me 5000+ miles so it's a worthwhile investment.)
Thinner tires are much, much faster (tho' the specific tyre might have something to do with it too).
Oh, and also make sure you've got 'em inflated up to snuff. Almost invariably, when I'm wondering why I'm haveing to work so hard, I'm underinflated.