[Dylan86]

Lightweight battery
Front & rear seat deletes w/ racing seat for track days
Lightweight wheels
2 piece rotors w/ aluminum hats
Self weight loss

Pretty much all you can do without losing the fluff (panels, sound deadening)

In a FWD car with a full size battery up front, I can say a lightweight battery is instantly noticeable from the drivers seat, was very impressed with that mod on my prior toy.

[Stav@autocouture]

Weight reduction is nice, but takes some planning if you're trying to retain that "stock" feel without the car looking/feeling like it's stripped out. Mods like wheels, exhaust, suspension, etc will already save you some weight which is nice.
Also, be mindful of weight distribution. You don't want to remove too much from the rear (for example) and upset the balance of the car.

Some stuff you can do:
Wheels - A flow forged or full forged wheel (Reducing the amount of Rotational Mass). Every pound of rotational mass is equivalent to roughly ~10lbs off the car.
Exhaust - Catless Downpipes (some weight off the front) & Lighter Muffler (some weight off the rear)
Lightweight battery - possibly an OEM CSL/Mini battery. I don't know if anyone's tried it or if it even fits, so I'll have to take a deeper look. If it does though, you'll save ~20-25lbs and still have an OEM battery. I would just be mindful if you live in a colder climate as the CCA's of the CSL Battery are about half of the original.
Suspension - a good set of coilovers will save some weight on all four corners
Recaro Seats - Something like the Pole Positions are very comfortable and save a ton of weight in the middle of the car (especially if you have electric/heated seats).
Rear Seat Delete - Again, a good amount of weight loss. There's always the option of getting a custom rear seat delete so you're not stuck with a giant hole between the interior and trunk. Something nicely put together will still retain a "stock" look and save weight.

[Legal Bill]

Be a man!

Take out the front and rear reinforced bumpers behind the plastic covers, remove all the air bags, take out the dash and gut out all the electronic horsesh!t. Strip out all the pretty interior stuff. Only leave in what makes it start, stop and turn plus one seat. You'll get that bad boy under 3000 pounds easy.

[Bmw doubles]

Out in the streets like