Danny, weight is the biggest issue here and when you are looking going to 19" and wider its easy to see how it can become a problem. Cheap wheels will often be heavy as a result of the materials used to manufacture them. If you're prepared to spend towards the £2k mark there are plenty of forged wheels (as opposed to cast wheels) which will be far lighter, some being lighter in a 19" than the OEM non-Rays wheels were in 18". It isn't quite as simple as forged v cast as my Enkei's are cast yet very light due to the manufacturing process that Enkei use, but as a basic rule forged wheels are the lightest (and most expensive). The most popular forged wheels are Volk by Rays but there are others.
Notwithstanding what I've said above, there has been plenty of debate as to whether the extra cost of a forged wheel is worth the extra expense to the average Zed driver. Plenty on here have gone for good value, cast wheels in a 19" without reporting any handling issues or having any complaints whatsoever.
If you are tracking the car, I'd say stick with 18" for weight saving. At the other end of the spectrum some of those who have gone 20" with cast wheels have said there was a negative effect on road driving with all the weight.
What you do is down to your own priorities and what you want to do aesthetically.
HTH