Do you know what your current wheels weigh? If the wheels are standard you might be able to find the total weight of the wheelset (then add tyres); otherwise you can get tyre weights and rim/hub weights from manufacturer and retailer websites, which will give you something concrete to use in assessing potential upgrades - either factory or custom. The weight in rims and tyres is rotating weight so it's more significant than elsewhere. Unless you are putting an enormous amount of power through them, or there's some particular issue like weight, most factory wheels will be sufficiently stiff for the average rider and cheaper than custom. But I do love my custom wheels.