I prefer steel, but have had and like both. You're normally looking at around 5-10lb + or - when it comes to similar sized wheels of steel verses aluminum. When you add the weight of the tire into the equation, approximately 40lbs, I don't believe the 5-10lb is going to be a make or break either way. More importantly when you add 10lbs to either the total rotational mass or the unsprung mass(you should include semi sprung as well) it is very insignificant.
I say go with what you like. Lets face it, the price and the looks are going to be the primary factors for the vast majority of us. There are couple things I do hate about aluminum rims though. The oxidation and or clear coat pealing and the need to use stick on wheel weights unless you really want to damage the lip/edge of the wheel and increase the chance for oxidation/pealing in that area. Just take a walk through a parking lot and look at some older aluminum Jeep wheels. Most are a mess and very expensive to repair/refinish. Steel wheels are so much easier to repaint or touch up if needed.
All that said, I'm running stock steel wheels with my Winter tires and I'm leaning towards some aftermarket 15" steel wheels for my new Summer tires(U.S. Wheel 94 Series Black Modular Wheels) as long as they properly clear the front calipers.
If weight is your primary concern, your choice of specific tire(LT or passenger, thread type and depth, etc) and rim size can have a greater impact.
