I don't remember Hummer posting different mileage for steel versus aluminum wheels do you?
Manufacturers don't test and submit every possible combination for mpg even if there's a measurable difference. For example, we've all acknowledged that different size tires, and weight of tires, affect mpg yet they post the same mpg for the passenger car rated 265s vs. the light truck rated 285s. They also don't submit for the 20" chromes and rubber band tires that your truck unfortunately was originally equipped but yet those combinations (or similar) are OEM supplied dealer options that do affect mpg. I lost about 1.5 mpg overall when moving from 265s to 295s. Perhaps that's not much but with 22,000 miles driven each year that's about $470 at $3.75 per gallon.
I know we're talking minute details here and the OE's question was what was the best way to equip his vehicle. If we don't have a budget then yes, Hutchinsons, Rancho lift, 37s, etc. are the way to go. Perhaps most responders - well, at myself - are looking at best value vs. best possible combination.
$1425 in not a negligible amount, at least not for me. It will cover the cost of a winch and a winch mount. Might even cover the cost of some bumpers. It will cover the cost of four tires mounted on those rims.
Best for getting out of a hairy position - yes, I'd go beadlocks. Best bang for buck? I'd stay OEM. Want Rock Star rims? Then, in my opinion, one suddenly moves the justification for new rims away from survival and performance and straight into vanity.
Basically Mike, I think we're pretty much in agreement but discussing two sides of the same coin.