You've got a number of posts concurrently on your car and it's getting a little difficult to determine what's going on. You've got a post asking about opinions on wheels and here you're talking about putting on new wheels. I also know you were talking about having a winter set.
So, with that in mind, are these the stock wheels and tires? If not, are you certain the wheels are the same width and offset? Are the tires wider, or taller or what?
If you've got a slight rubbing on, say the inner wheel well, it could just be the sidewall on the tire which is not necessarily going to run dead on true to the rim. That's where the question comes in about the wheels and the tires themselves.
It sounds like that's what's happening. But obviously is should only be happening if the tires and or rims are not stock. If you take the tire and wheel assembly off, you should be able to see where it's rubbing. Both on the tire and the wheelwell - the plastic liner. If the wheels and tires are stock, is the plastic inner wheel well loose and flopping around?