CF wheels will save 3.5 lbs over S wheels. At about $4k, that's over $1000 a pound. It's unsprung weight, so it 'counts' for more than static weight loss, but the benefits of CF or Mag wheels (which will shave off ~2.5 lbs) aren't what they'd be if you made the same upgrade on a bike with really heavy wheels. If you have a base model, the easiest and cheapest way to shave lbs would be to buy S model wheels, which are 5.5 lbs lighter than base.
All the figures I quoted above were provided in other threads, if anyone has any other data, let me know so I can get my spreadsheet right.
My S should be a sub-400 lb bike now with a full tank (provided the S does actually weigh 414lbs. One of the benefits of incremental weight loss is you can do it for $40-$200 at a time. Shedding 20 or even 40 lbs that's distributed over the entirety of the bike isn't going to affect handling adversely unless you have GP-level ESP. Even if it does, a small change in height will easily sort that out.
I've got a full spreadsheet I'm using to track not just weights, but also cost per pound dropped. The results are pretty interesting--such as you'll lose more weight replacing the stock seat cowl with a CF one than you will replacing the gas cap with a lightweight aluminum one. I'll post everything when I have more details--if any other weight weenies have data, please PM me so I can add it to the mix.
So far, the winner for the best gram:dollar ratio? Shorai battery.
Pounds saved: 3.3
Dollars Spent: 189
Dollars spent per pound saved: $57.27