On my 2001 jetta, i ran the stock 15" wheels and tires for 140K. With the stock Michelin tires I got 43-44mpg in mixed city Highway driving. With cheaper tires, i got around 42 mpg.
I recently bought a set of Stock 17 wheels with the stock Michelin tires on them. PO had them on his 02, took them off in 02 and had them in his garage.
I immediately noticed a drop in fuel mileage. I now get 39-40 mpg,
The larger tire is wider, 195 vs 205 in my case, and the rim is heavier. The tire is about the same weight.
I think a 165r on a 15 inch rim aired to about 55 lbs would be best, but very dangerous.