There are many different sites where you can find the math behind this, but from what I have read, every pound of unsprung weight makes a much greater difference on vehicle performance than the rest of the vehicle weight.
So, going with heavier wheels isn't going to make a dramatic difference, but there will be a difference. Of course, everybody is interested in wheel weight, but usually nobody knows where that weight is concentrated. The more the weight is concentrated farther out from the center of the wheel, the more that weight will affect acceleration (i.e. light weight lug nuts won't make any difference at all because they are at the center of the rotating mass).
Also, along this same line of reasoning, the weight of the tire is more important that the weight of the wheel since the tire is located the farthest away from the center of the wheel and it's weight will affect the rotating mass the most.
Since you are looking at 20's, some of the wheel weight and all of the tire weight will be even farther away from the center of the wheel than with 19's, which will also further hinder acceleration...how much, I don't know. It will probably be very slight, but still noticeable.