I autocross in the CAMC class. Each winter I try to make incremental improvements to improve the handling of the car.
I think just changing one item for weight savings doesn't make a difference, but when you add them up they may be able to make an impact.
I already have the Steeda lightweight radiator support and the coil-overs had an additional benefit of saving 10 pounds. Last winter when I had the clutch replaced, I went with the aluminum flywheel and pressure plate that saved around 20 pounds. I'm not sure about the effect on handling, but it helped the engine rev quicker.