I have actually sold about 90% more 20" M3 set up's than the 19". A lot of the higher end brands, yes even the 3-piece lines, are actually very light for being 20" Most of them with wheels and tires end up weighing less than the stock set up believe it or not!
Also keep in mind that I always recommend going with some very good tires to match your new shoes. An all too common mistake is my customers buying very high end expensive wheels and running very low end tires to save a dollar. Majority of the handling characteristics come from the tires, not the wheels. Hence BMW is running Ps2's from factory
to the OP, pm me if you need any wheel assistance, I have very good specials going on right now, depending on what you need.