I've considered similar; the argument being that dedicated road wheels should have fewer spokes, less rim width and a lighter construction... trading some strength and durability for a reduction in mass and suitability for skinnier tyres - although with the current trend towards fatter offerings you might do just as well with some slicks of similar size to your current tyres.
Personally I'd want the most convenient solution - so a replacement set of rims complete with fitted discs and cassette. You might still have to re-align the calipers post-swap to avoid rubbing, while the cassette will likely need to be the same size (or comparable to) the original one to ensure correct derailleur function.
Not too clued-up on aftermarket rims themselves, but the important things to look out for are hub width, fixing type (QR or through-axle) and disc mounting type (bolt-on or centre-lock).
If you're looking for a hot-swappable solution a 2nd set of rims makes some sense if you're prepared to spend the money; however if you're just looking for a more permanent switch to lower rolling resistance / more road-friendly tyres, I'd stick some fat slicks on your existing rims tbh.