Anything on a bike that you have to keep spinning, plays a huge role in how quick your bike feels. Wheel are the largest and most important reciprocal mass on your bike, so the lighter the better, allowing you to accelerate them much faster than heavier ones. Differences in wheel set weight, are much more important than an equivalent difference in frame weight. Additionally a wheelset needs to be stiff to provide confidence whilst steering and braking. Brand name bike wheel manufacturers include Shimano, Fulcrum and Mavic.