I'm not a weight freak, but for those of you that are, here are the facts:
Weight of the complete SCS: 12 and 3/4 ounces ( little less than 0.8 pounds)
However, you save:
Stock clamp: 2 ounces
Inverted compression complete: 1 3/4 ounces
2 inches of mild steel or 4130 tubing with notch: 2 ounces
So your net weight gain is 7 ounces, a little over 0.4 pounds.
And that is not all. Threadless headsets are heavier than stock. A cane Creek S-1 weighs 1 1/2 ounce more than stock, a FSA the pig DH, 1 ounce more than stock.
Assuming the same fork, your threadless setup is going to weigh at least a half pound more than threaded.