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I always found the standard rims on the 500 too thin, the bike certainly benefits from having 2.15 rims fitted, the tyres don't flex as much, it handles better, if you can believe that as it's already a great handler, I didn't use spoked rims as I fitted Lester mags instead but they both had 2.15 front and rear, there were no fitment issues with the extra width. It will mean you can fit wider tyres without suffering from the problems you got with the thinner rims, I found 4.10 and 4.25/85 the perfect sizes.If your just plodding around on it then maybe stick with standard, if you like to go round corners on rails fit the bigger section rims, depends on how you ride.
I agree with the thin tyre comments Trig, however that's not the real world, try doing that in the wet and see what the result is. There's a reason that wider tyres are used on road bikes, if you fit wide tyres to the standard 500 rims you get lots of sidewall flex which makes the bike feel really weird, fitting 2.15 rims on the bike allows you a greater choice of tyres