That's creative right there. As for weight, I would say Saran is probably a fuzz ligther, but not much. It's fifty fifty as to why your project didn't fly, but it was probably because the saran wasn't tight.. Monokote, and any type of lightweight film does shrink tight though. I'm not sure how tight you got your saran wrap, but if it wasn't tight, therein might be the problem. A wing needs a stable tight surface to perform and fly on..... and I'm not seeing saran wrap as stable and tight like an iron-on film is when applied with an iron and heat.

There's probably other materials that can be used if your clever and creative. We've seen many things done in this hobby that aren't quite "conventional". I know a guy that used silk/fabric from the fabric store, and did a wonderful job, although that's definitely heavy.. but it worked. He apparently did it using a similar technique that full-scale airplanes use, but again it was very heavy... but it did fly.

Brown paper can be used as well, treated with some coating of some sort.. like a mache' coating. With these other types of materials though, the performance can lacking because of weight and other factors. It all depends, on many things of course. Someone that's crafty, and wants to fly on a budget can find all sorts of ways. Again they might not perform like a mainstream kit-built(or custom built) model... but for some it's more about the "craft of the hobby"... then it is about being the bestest with the greatest newest fanciest plane. I'm all for creativity... as long as you enjoy it, or even just enjoy pondering ideas and dreaming, that's all good.