If you upgrade to wheels lighter than stock, then you don't need to upgrade the brakes really. The lighter weight will offset the rotational internia from the larger diameter.
Upgrade your brakes if you decide to install much heavier wheels that are also larger. If the wheels are only slightly heavier, then it shouldn't really be a problem either.
heartdisease was just wanting to make sure that you don't go install 20"+ DUB chrome wheels that will add 60lbs+ a wheel over the stock weight, and have you burn through your brakes, or get into an accident, shortly afterwards.
Tirerack lists weight for a lot of their wheels, but not for all. You can research wheels on Tirerack, and then shop around for the best deal.
I do not know what the stock 16" wheels weigh though. Are they Steel with hubcaps? heartdisease may know the answer to this.