I'm not convinced they're worth the extra dosh unless you're going balls-out.
Massively generalising, the size and shape of turbine & compressor wheels and their housings determine the boost threshold - i.e. the point at which you can make full boost. So on a diminutive K03-005 on a 1272cc 8v Polo engine and 268° camshaft the boost threshold is around 3000rpm. Below 3000rpm you can't make your target 15psi of boost, but above this engine speed it's not a problem.
We then lighten the rotating parts, but they're the same size/shape as before. Full boost will still be achieved around 3000rpm, not anything much lower as you've not changed the airflow characteristics to get anything moving differently. However, if you're cruising at 4000rpm and nail it, the lighter turbo will hit you with 15psi of boost more quickly than before. You've always got the airflow for full boost at this speed, but now there's less mass to get spinning up.
The turbo books will explain this more clearly than I have here!