nah, 19s will be slightly more predictable in terms of handling, giving a bit more progressive loss of traction comared to 20s, and more comfortable on top of that, although with these sizes comfort is a purely relative turn.
It's not all about being lighter. With no sidewall to lean on, you are asking for trouble once you start pushing - when car snaps, it will be instant. with more sidewall you'll have more warning, more time to correct, etc. I'd stay away from huge rims if i wanted to drive car fast. But if you just want big wheels for show - by all means, get 22s even. :P
'07 TiAg BMW Z4 Coupe 3.0si / Everything