There are lots of things that can affect performance... where to start..
What are your computer specs and what size files are you handling?
Do you use skeletal modelling and multi-body master parts?
Do you use logical hierarchies of sub-assemblies?
Do you use lost of constraints and how do you constrain?
Do you use cross part relationships / adaptivity?
Have you tried toggling highlight options and automatic updates when working with very large assemblies?
Do you typically detail ViewReps of the main assembly or do you detail sub-assemblies?
There is nothing you can do to make your parts light but you sure can make them heavy by increasing the computational requirements for every update. Inventor can generally handle much larger assemblies than SolidWorks so if you can get comparable assemblies to run fine in SWx then you are doing something wrong in Inventor. However the basics to good 3D modelling are the same in all programs.
I have found shrink wrap doesn't really reduce file size, it is more for intellectual property but the idea of simplified assemblies or substitute levels of detail LoD are definitely things that will help performance. And if you don't know how to utilise LoD then search the help, you can unload parts you are not working on from the memory. For very large assemblies you can open to a particular LoD. Set them up in a logical manner to suit how you would work on your main assemblies.
