I agree with this, although it may not always be possible...
My 19's are cheap ass and heavy, and i now have very little confidence in my car compared to my 17" JDM's. Im running fk452's though in the same sizes as everyone else - so it is because of the wheels' size and weight.
Now for a lightweight set of 19's you're looking at £1.5k minimum i think with tyres, which was simply out of my budget.
Given the choice again i'd rather get 18's and retain most of my handling, and with the change lower it too.