There are several reasons why smaller is better.
In addition to the unsprung weight issue
Handling - a smaller diameter wheel will give better handling
Ride - a taller sidewall will give give you a better ride
Price - not only will the wheels be cheaper but the tires are cheaper as well.
For winter tires, you'll want the smallest, narrowest wheel that will fit - along with the narrowest tires.
Car & Driver did a great article last year on the differences in wheel sizes on handling and ride quality.
In addition to the unsprung weight issue
Handling - a smaller diameter wheel will give better handling
Ride - a taller sidewall will give give you a better ride
Price - not only will the wheels be cheaper but the tires are cheaper as well.
For winter tires, you'll want the smallest, narrowest wheel that will fit - along with the narrowest tires.
Car & Driver did a great article last year on the differences in wheel sizes on handling and ride quality.