My wheels are Shimano WH-R500 - I take it they are 'stock' wheels with plenty of room for improvement?
Absolutely!
Get a lightweight wheelset built up by these
guys (or someone else, there's a lot of good wheelbuilders out there). You will get a better bang for buck than buying factory wheels. Do you want ultra light for climbing, or aero for speed? Clinchers for practicality, or tubulars for speed and comfort? The world is your oyster when it comes to wheels, the choices are endless.
Or buy a used set on
eBay for a cheap way of revitalizing your Bianchi. You can save 500g+ against your wheels, more if you're riding cheap (heavy) tyres.
The other place where you might save weight is your BB/chainset, depending on what you have at the moment. Don't forget titanium skewers, lightweight stem, handlebars, seatpost, saddle. Unless you have lightweight stuff already, you could find a kg or so to lose.
The actual frameset weight differences aren't usually that great, it's rare for framesets to be less than 1kg in weight, and anything over 2kg is a reall fatty.
If you're happy with the way your Bianchi frame rides, and it sounds like you are, then stick with it, and make it better
