I've got some Voxx rims on mine. I love the way they look. I think all four cost me as much as maybe 1 of your HRE's. I read a post on ls1gto a while back about CCW's, and the guy told him that because of the offset of the GTO, the wheels didn't look right on the car. As far as the HRE's, they make nice wheels, just a little on the pricey side for me. I can't see driving around on 4 grand worth of wheels unless it's not your daily driver. If you don't use yours as a daily driver, I'd say go for it. They make some of the best wheels. Fikse also makes wheels probably as nice as HRE for less, maybe about 2500 to 3000. When I had my Z06 I was looking at getting some Kinesis wheels. They are also top notch and custom made to fit.
I just installed some 18x8 Mille Miglia EV-S from Tire Rack, and I really like them. I these aren't as lightweight as some of the others out there (30 lbs/wheel), but I'm not racing my car, so don't think much of it. And at $225/wheel, it was a great price.
As soon as the weather clears up, I'm going to post some pics (with the Spoiler also removed).