Upping to larger tires is essentially the same as getting a longer geared transmission. The downside of this is that your odomoter/speedometer will be affected as well. Your odometer/speedometer is calibrated to stock tire size, so you might end up being a little off (3% or so) so you might have to adjust your MPG figures each time you calculate them.
Then again, I upgraded to 185s (175 stock) and my speedometer/odometer is right on (I tested with a GPS unit).
I would go with LRR tires or more narrow tires before thinking of getting new rims.