Even lighter than a Nalgene bottle is a recycled sport drink bottle -for me, typically a one quart Gatorade. I use them all the time with no problems, along with a sprinkling of Nalgenes where weight is not an issue.

Lightweight outdoor gear is a entirely separate all game, but there are a lot of useful options out there. Some are very expensive (light and warm sleeping bags), and others are stunningly cheap (alcohol stoves and water bottles).