Lighter rims can help with a lot of things, but try not to go too crazy with it, and be sure you know the weight of the OEM rims before you go shopping for new ones. Also be aware that replacing steelies with something else may make your vehicle more prone to damage if you do something stupid like drive up on a curb or hit a nasty pothole. On a final note, unless you're looking for more contact patch, it is not recommended that you switch to an aftermarket wheel size that is larger than stock. The main benefit to lighter rims is for them to be lighter, and it's easier for them to weigh less if they're smaller. You also have to take tire weight into consideration, which is arguably a much bigger factor than wheel weight, and bigger wheels = bigger, heavier tires in most instances (bigger tires also cost more which sucks). A vehicle like the Focus just does not need 18-20 inch rims, and going to a bigger rim with low-profile tires to maintain proper tire/wheel diameter brings with it all manner of un-fun problems (most notably tires that are very expensive and wear out quickly compared to standard passenger tires).
As far as carbon fibre goes, that's only going to help as a part of a much larger and more intensive mod plan. Just the hood and trunk would shave off a few pounds which would do nothing much and potentially make your car look like ass. And the muffler . . . unless you're planning on putting on a good aftermarket intake and exhaust, I wouldn't recommend it unless you're looking to make the ride quieter than it already is. Most aftermarket intake/exhaust mods that add power are probably going to shift the power band into the upper RPM range so you'd better really want to rev the engine up to take advantage of it, or otherwise you'll be driving around with a lot less torque on tap while at low RPMs.
In the end you have to plan for what you want to achieve. If you want to shave off a few pounds and add some power, well, you can do that, but the results will not be impressive if all you're doing is strapping on some mostly-cosmetic CF parts and a funky muffler. If you do it wrong you may not lose any weight or gain any power at all. Aftermarket rims can help with acceleration, braking, and handling, but only if you're smart about it and are willing to deal with the drawbacks. Do not go to a rim that weighs as much as (or more than) the stock rims, and do not move to tires that weight more than the ones you have now.
I would recommend going to a Ford Focus forum (not to diss on anyone here), get an idea of what's available, and try to make a long-term plan on what you want to do with the car. If you feel the urge to do anything drastic like extensive weight reduction (which is what carbon fibre/fibreglass parts are really for when sensibly applied, unless it's supposed to be a showcar or something), you may have the wrong car, or you should at least be prepared for doing a lot of work and blowing a lot of cash.
I used to want to do similar things to my Saturn Ion, only taken to such extremes that it stopped making any sense. I wanted it to be lighter so it would get better gas mileage and perform better at the same time, which is a noble goal, but it's very difficult to achieve that without butchering the car. At least a Focus would probably have better aftermarket support for that kind of thing, but still . . . either get help from someone who can build a comfortable, streetable Focus with the power/weight ratio you want or look at a different platform that can get closer to that power/weight ratio while remaining streetable and within your budget.
Or hell, just get a hardtop Miata. You can do a lot of things with one of those.