Have you checked www.tirerack.com yet? I would stick with a 15x7" wheel and run the widest tire I could fit on the wheel (probably a 225 or 215 section width). You'll want to opt for a slightly lower profile than normal if these aren't going to be your street tires simply due to the quicker response a smaller sidewall will give you.
Are you new to autocross? I would just buy some high performance or max performance summer tires for your stock rims and just work with that for now. The wheels aren't going to make you faster, and the practice behind the wheel is the most important factor in getting quicker.
snaller wheel diameter is best for autoX, not sure what car u got prolly just zx3, but stick with 15's just for less rotational mass and such, i just got new 16s with BFG gforce sports and they worked really well at sundays autoX, really sticky
17" wheels won't really hurt you as much. They do rob some power and have a slightly slower to response to movement due to the extra weight creating more momentum, but rarely minimal power loss is the issue behind gaining time at autocross. What you want is a proportional sidewall to the wheel to maintain an optimal balance of sidewall stiffness and cornering response while still having enough rollover protection.
Still, if you're new to the sport, I would not worry about spending money on wheels and tires until you become more advanced. It's just a bad idea to tune the car and spend excess money on a set up until you figure out what you want and your driving style preference when autocrossing.
Many people autocross on 17's on their Focus. Dropping my 5lbs per wheel by going to my OZs from my Euro rims, I cannot account for a difference in feel, acceleration, or time from the gains. The only thing that has improved my times were the better tires and the driver improvement I have gained from each event thus far.