I don't know if there's any structure in the door which can be removed (ask HDDP) - this will obviously reduce stiffness/crash effectiveness etc.
Remove all the EPP under the trunk floormat (and tire kit like others have said) - won't gain you much weight, but you'll be able to carry more.
Plastic shield under the engine.
I'm assuming you want to keep the car looking nice - so removing fog lights may not be an option.
Nitrogen in the tires
Remove a lot of the wiring to things like heated seats - powering the passenger seat (just put it all the way back).