I bought some new tires for my bike last week, and finally got them on my bike yesterday. I replaced a set of Continental Contact tires 700x37 with a pair of Schwalbe Marathon Racer 700x35 tires. These new tires have a really thick thorn resistant layer built in, so I removed the thorn-resistant tubes and went with standard tubes.
I got them mounted yesterday (after one tube got ruined after it was pinched between the tire and the wheel) and went out for a short ride last night. I was really happy with them. I checked them out on the scale and they actually shaved 1.1 lbs. off each wheel, and that lower weight, combined with less rolling resistance let me go about an extra mile per hour at least.
I am pretty happy with this upgrade. Not only is my bike faster and more fun to ride, it gives me hope that on a true lightweight bike I would really be able to go.