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Here are some of my favorite budget-friendly lightweight components. I'm eager to hear your thoughts and favorite recommendations as well!
Btw, I have no idea what inspired this post but I just thought it might be helpful to somebody.
HANDLEBARS
I'll respect your right to complain about smashing out some teeth, but I'm going to recommend chiner carbon bars. Don't overtighten anything mounted to your bars and you will be just fine. I have them on all my bikes and have intentionally abused them, but they handle up just fine. Avoid FCFB and knockoffs.
Price: $15
Weight: 135-145g (31.6mm 720mm)
Link: AliExpress
There just isn't anything else in the budget category. Yes, these things can break, but not often. Boutique carbon handlebars break too even though they cost 10x more.
If you're a fan of integrated handlebars, you may fancy this -17-degree Hixon-like and very lightweight offbrand product:
Price: $49 (cheaper on Alibaba from Winow Sports)
Weight: 255g for 800mm version
Link: AliExpress
Review: MTBR
STEMS
Kalloy Uno stems off eBay rule. I use them on every bike.
Price: ~$25
Weight: 84g+
Just look on eBay
If you're looking for a good carbon stem, and don't care for the crappy logos stickered onto most AliExpress stuff, I recommend this stem which I have used and liked:
Price: $22
Weight: 120g+
Link: AliExpress
SEATPOSTS
I always use off-brand carbon seatposts from AliExpress. They are generally trouble-free, super-stiff, and affordable. You can get the classic set-back seatpost or a newer and "skyline" ultralight model. These seatposts will work just fine with oval carbon saddle rails, despite the fact that manufacturers typically recommend against that. Don't overtighten the bolts.
Weight: 151g (31.6mm x 400mm), includes all mounting hardware
Price: $28
Link: AliExpress
NOTE: I snapped one of these Ti bolts on an impact, and shortly thereafter bent the alloy bar which passes through the carbon post. While exerting an intentional force not unlike a riding impact on the bent alloy bar it completely cracked. Despite trips to the hardware store to try and rebuild the seatpost the mechanism remained flimsy.
Weight: 217g (31.6mm x 400mm), includes all mounting hardware
Price: $20
Link: AliExpress
SEATPOST CLAMPS
Stock alloy clamps tend to be quite heavy (20-35g), so you can save a little over a gram per dollar here. The most popular option is to go all-carbon, but it turns out there are even lighter alloy versions available too (thanks to _ja_ for the suggestion!). I use the carbon clamps on all my bikes, but may just try the alloy clamp soon!
Weight: 14g (incl. bolts)
Price: $9
Link: AliExpress
Weight: 7.6g (w/o bolts, ~8.5g w/ bolts). Jumbotron reports 14g.
Price: $7.29 shipped
Link: AliExpress
ROTORS
Ashima AI2 rotors are the go-to for weight-weenies, and I use them on all my bikes. They work really well and do not eat up brake pads, contrary to popular legend.
Weight: 67g (160mm)
Price: ~$15 ea.
Link: eBay, sellers are authentic, best prices on eBay
Just recently I noticed a similar unbranded option from China at half price. It looks like it's built well and reviews are positive, but I haven't tested it yet
Weight: 68g (160mm)
Price: $14/pair
Link: AliExpress
GRIPS
Although Extralite Hypergrips and Ritchey Superlogic grips are "affordable", they tend to rotate on bars unless properly secured with glue, and smush down over time. It's important to get to grips with personal preferences here. My favorites are the eBay version of ESI chunkies, but they aren't quite so chunky and are 3x lighter and 10x cheaper. I choose them for every build due to superior comfort, secure mounting to any bar, and longevity.
Weight: 24-28g (incl. bar end caps)
Price: $0.99-$1.50
Link: eBay
SADDLES
Hardcore weight weenies will opt for raw carbon saddles, but most riders will prefer a little padding. I much prefer a raw carbon saddle as I can slide and rotate without any stress to my skin, basically eliminating saddle sores. I've tried a few, but the Rockbros full-carbon saddle has checked all the boxes for me:
Weight: 89g
Price: $28.50
Link: AliExpress
A saddle I've used a lot with great success (albeit slightly more saddle sores) is a real hit with a lot of folks and friends of mine, and comfortable if you don't rub much. It has carbon rails epoxied to a carbon shell, a microfiber cover and hard foam injected between the shell and cover for comfort.
Weight: 134g
Price: $29
Link: AliExpress
If you're looking for a shorter saddle or a bit more butt comfort without too much weight penalty, there's this familiar-looking unbranded option (thanks to Suns_PSD for the suggestion):
Weight: 160g
Price: $35
Link: AliExpress
I don't have experience with this $23 115g saddle (AliExpress), and I'm not a fan of knock-offs.
REAR AXLE
There are a lot of options here, and it will differ depending on your bike, but it's easy to find an axle for your bike around 40 grams for $25 or less. I recommend Maxles off eBay since they're really light and come in every flavor. Pay attention to thread pitch, thread pitch length, overall axle length, and don't get Syntace axles unless you have a Syntace dropout.
CHAIN
Of the 11-speed chains, PYC SP1101 is the lightest and cheapest and still strong enough to rival any other manufacturer's high-end models.
Weight: 225g (116 links)
Price: $32
Link: eBay
I deliberately left off titanium bolts, carbon top caps, derailleur pulleys, and ultralight cheap bottle cages. These are not cost-effective ways to save weight even though many people try them. Titanium bolts are expensive relative to weight saved, carbon top caps don't save weight, and ultralight cheap bottle cages tend to break and set you back in the long term.
Btw, I have no idea what inspired this post but I just thought it might be helpful to somebody.
HANDLEBARS
I'll respect your right to complain about smashing out some teeth, but I'm going to recommend chiner carbon bars. Don't overtighten anything mounted to your bars and you will be just fine. I have them on all my bikes and have intentionally abused them, but they handle up just fine. Avoid FCFB and knockoffs.

Price: $15
Weight: 135-145g (31.6mm 720mm)
Link: AliExpress
There just isn't anything else in the budget category. Yes, these things can break, but not often. Boutique carbon handlebars break too even though they cost 10x more.
If you're a fan of integrated handlebars, you may fancy this -17-degree Hixon-like and very lightweight offbrand product:

Price: $49 (cheaper on Alibaba from Winow Sports)
Weight: 255g for 800mm version
Link: AliExpress
Review: MTBR
STEMS
Kalloy Uno stems off eBay rule. I use them on every bike.

Price: ~$25
Weight: 84g+
Just look on eBay
If you're looking for a good carbon stem, and don't care for the crappy logos stickered onto most AliExpress stuff, I recommend this stem which I have used and liked:

Price: $22
Weight: 120g+
Link: AliExpress
SEATPOSTS
I always use off-brand carbon seatposts from AliExpress. They are generally trouble-free, super-stiff, and affordable. You can get the classic set-back seatpost or a newer and "skyline" ultralight model. These seatposts will work just fine with oval carbon saddle rails, despite the fact that manufacturers typically recommend against that. Don't overtighten the bolts.

Weight: 151g (31.6mm x 400mm), includes all mounting hardware
Price: $28
Link: AliExpress
NOTE: I snapped one of these Ti bolts on an impact, and shortly thereafter bent the alloy bar which passes through the carbon post. While exerting an intentional force not unlike a riding impact on the bent alloy bar it completely cracked. Despite trips to the hardware store to try and rebuild the seatpost the mechanism remained flimsy.

Weight: 217g (31.6mm x 400mm), includes all mounting hardware
Price: $20
Link: AliExpress
SEATPOST CLAMPS
Stock alloy clamps tend to be quite heavy (20-35g), so you can save a little over a gram per dollar here. The most popular option is to go all-carbon, but it turns out there are even lighter alloy versions available too (thanks to _ja_ for the suggestion!). I use the carbon clamps on all my bikes, but may just try the alloy clamp soon!

Weight: 14g (incl. bolts)
Price: $9
Link: AliExpress

Weight: 7.6g (w/o bolts, ~8.5g w/ bolts). Jumbotron reports 14g.
Price: $7.29 shipped
Link: AliExpress
ROTORS
Ashima AI2 rotors are the go-to for weight-weenies, and I use them on all my bikes. They work really well and do not eat up brake pads, contrary to popular legend.

Weight: 67g (160mm)
Price: ~$15 ea.
Link: eBay, sellers are authentic, best prices on eBay
Just recently I noticed a similar unbranded option from China at half price. It looks like it's built well and reviews are positive, but I haven't tested it yet

Weight: 68g (160mm)
Price: $14/pair
Link: AliExpress
GRIPS
Although Extralite Hypergrips and Ritchey Superlogic grips are "affordable", they tend to rotate on bars unless properly secured with glue, and smush down over time. It's important to get to grips with personal preferences here. My favorites are the eBay version of ESI chunkies, but they aren't quite so chunky and are 3x lighter and 10x cheaper. I choose them for every build due to superior comfort, secure mounting to any bar, and longevity.

Weight: 24-28g (incl. bar end caps)
Price: $0.99-$1.50
Link: eBay
SADDLES
Hardcore weight weenies will opt for raw carbon saddles, but most riders will prefer a little padding. I much prefer a raw carbon saddle as I can slide and rotate without any stress to my skin, basically eliminating saddle sores. I've tried a few, but the Rockbros full-carbon saddle has checked all the boxes for me:

Weight: 89g
Price: $28.50
Link: AliExpress
A saddle I've used a lot with great success (albeit slightly more saddle sores) is a real hit with a lot of folks and friends of mine, and comfortable if you don't rub much. It has carbon rails epoxied to a carbon shell, a microfiber cover and hard foam injected between the shell and cover for comfort.

Weight: 134g
Price: $29
Link: AliExpress
If you're looking for a shorter saddle or a bit more butt comfort without too much weight penalty, there's this familiar-looking unbranded option (thanks to Suns_PSD for the suggestion):

Weight: 160g
Price: $35
Link: AliExpress
I don't have experience with this $23 115g saddle (AliExpress), and I'm not a fan of knock-offs.
REAR AXLE
There are a lot of options here, and it will differ depending on your bike, but it's easy to find an axle for your bike around 40 grams for $25 or less. I recommend Maxles off eBay since they're really light and come in every flavor. Pay attention to thread pitch, thread pitch length, overall axle length, and don't get Syntace axles unless you have a Syntace dropout.
CHAIN
Of the 11-speed chains, PYC SP1101 is the lightest and cheapest and still strong enough to rival any other manufacturer's high-end models.
Weight: 225g (116 links)
Price: $32
Link: eBay
I deliberately left off titanium bolts, carbon top caps, derailleur pulleys, and ultralight cheap bottle cages. These are not cost-effective ways to save weight even though many people try them. Titanium bolts are expensive relative to weight saved, carbon top caps don't save weight, and ultralight cheap bottle cages tend to break and set you back in the long term.
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