Michael,
There is a good thread on wheels under the "general IT" forum.
From my own experience, I started out with some American Racing rims, but found them to be too subject to bends/dents on the rim. I switched to Panasport ultralights.
If you're really cost conscious, steel wheels may get you by for a while and then later when you upgrade to something lighter, you can use the steel rims for your rain tires.