As mentioned, forged wheels are going to be the lightest, but they're also going to be a lot more expensive. Also, the less material on the face, the lighter the wheel will be. However it's a trade off as you usually want the wheel face closed up more for aerodynamics & range efficiency, and the extra material on the face makes the wheel more heavy. I don't know if there's a specific brand out there that's the 'must have' for EV cars, but I would look into the wheels specifically designed & made for Tesla cars and see what the rating & specs are on those.
Unless you're a range weenie, having a lighter wheel & tire setup (less unsprung weight at each corner) will probably be better and give you better acceleration & braking, but when cruising at highway speeds it won't be as aerodynamic. The actual range loss may be minimal at that point.