Just weighing in with some comments from Miata.net forum on the subject....
There's nothing wrong with the 15lb, stock 16" wheels. If you can find tires that you're happy with for the wheels and you're happy with the handling, then by all means, keep those wheels. 15lb.is not heavy, but it's also not terribly light weight either. To find a VERY light weight wheel (forged) would be quite expensive. You could probably get down into the 11.5-12.5# range for a reasonable price. Would you be able to tell the difference between a 15lb.wheel and a 12lb. wheel, who knows?.
and...
I agree. 15lb. is a good weight for 16" wheels. Besides, your lower aspect ratio tires have better steering response compared to 15" higher ratio tires of equal speed rating and manufacturer, so why change?
I went with 205/45 16 KU31's from KMart

$165 ea. all up.