I've experimented some with weight. Here's my thoughts; first at speeds higher then 60mph your aerodynamics really come into play. Weight becomes less of an issue. So if you're doing a lot of highway driving, it's better to keep the Jeep low/small then to raise it.
Just for experimenting, I removed as much weight from my Jeep as I could. I removed both front and rear bumpers, winch, winch plate, back seat, spare, spare rack, passenger side mirror, subwoofer, and a few other things. I shaved off a few hundred pounds. Drove as I normally do and saw no change in mileage. Torque may have been a little better but the route I drive is usually windy at some points. Speeds were 65-70mph, mostly highways 40 miles one way.
Now if you're just driving around town then you might see a difference. Recently I removed my hardtop and full doors. This drops the weight pretty considerably. Half doors seem to weigh nothing in comparison to the full. Torque is up at all speeds and fairly noticeable but at higher speeds the aerodynamics are going to kill any MPG gain I see if I take it over 60mph.
There are some other things to consider. Carbon or even Kevlar sounds light and can be maid light BUT to have any strength, they need to be reinforced. So you can have a lighter part but at the cost of some strength. Carbon and Kevlar have a lot less abrasion resistance compared to steel. You really have to check the weights or else you could be putting on a part that weights more then the original. If you offroad even a minimal amount, I would not go with any composite material. There also comes a point where you're trading in safety for weight. Personally I'd have the safety.
I could dump my 3" nerf bars, 6pt. roll cage as well as my OBA compressor, air tank, front axle shafts, front driveshaft and the transfer case but well before I got to that point, it would have been better to just buy a second car. Even a stock Jeep, isn't going to get as good gas mileage as a car. Seeing as you think the gas mileage is 'awesome' then even the slightest fraction of change would make you happy.
Key point; Keep the weight down in the beginning. Wider wheels and tires weight more. You'll see a point or two weight difference say between a 15x8 and a 15x10 in just the wheel. Bigger tires weight more. Keep in mind that for ever pound of extra weight in the wheels and tires is the equilivant to addign 2lbs to the weight elsewhere. The key is to find the balance between tire width and height. For us in the US, that's a bit harder since we don't get as many of the narrower tires as other countries. I think 33x10.5's are a good median between street/mileage and trail.
Don't make your engine work harder then it needs to. This mean having the proper gearing and shedding some parasitic accessories like the clutch fan.
Lower is better. Most rockcrawlers saw the benefit of lower the body height and keeping the CG low. This also makes sense from the aerodynamic standpoint. You really want to go with the minimal lift you can. This usually means, if you want big tires, you'll need to cut the fender opening to clear them.
Other options. If you want to have the best of both, consider having two sets of tires and wheels. One for daily driving and another for trail use.
You'll soon see it's always going to be a compromise and nothing's free.
