Lighter wheels are faster. More expensive wheels are lighter (generally!).
Ergo, more expensive wheels are faster!
I’d disagree with GlenP. The only road rim I’ve ever damaged on a poor road surface was an Open Pro, handbuilt with DT Competition spokes.
They’re also far harsher than my Race X Lites, which are my ‘nice’ wheels. If you do go to the properly expensive wheels they can get comfortable too. I had some XXX Lite tubs which were lovely, the carbon rims are stiff and absorb vibration nicely, much like frames/seatposts/bars etc! Also had some Aeolus 5.0 clinchers that were seriously fast on the flat, but the clincher rims were too heavy to make them much fun on the climbs.
There’s another argument, which Glen gets into of factory vs handbuilt. If you handbuild a set of 1200g carbon tub wheels you’re not gonna see a vast difference to a set of off the shelf R-SYS, F4Rs, Hyperons etc etc. I’d far sooner have some nicer factory wheels than some cheap handbuilts, and I’d rather have some nice handbuilts than some cheap factory wheels.
That’s not to say that spending a large amount of money on any wheels will triple your average speed. Nor that greater gains coulnd’t be had by losing a few pounds. But a decent set of wheels will be nicer to ride.
FWIW my current set of Race X Lites came from my ‘cross bike, where they did a weekly few hours around Ashton Court, they’ve never seen a jig and remain perfectly true.