Yeah, I know. Sometimes I let myself believe lightweight lugs nuts make a difference.
I bought the Si to "beat on" as someone else mentioned here. It is pretty strong and durable but really hard to effectively mod. I enjoy the challenge and the fun is in the process of getting there. It takes a ton of tuning and trial and error bolt-on to even keep up with a DSG GTI. I have to optimize EVERYTHING.
The big problem with it is the substantial reciprocating mass of the power train coupled with the low torque. The lightweight 2-piece rotors, 16 lb. Mugen wheels, lightweight pulleys and other stuff helped a bunch. I was able to reduce the rotating mass there about 35-40 lbs. total.