205, 215, 225 are the tire tread width - so 225 is wider than 215....more contact with the road, better handling (assuming the same speed rating on the tires). I've always run the stock 215/45/17 on my 9-3 SE - Z speed rating (which also equates to the strength of the sidewall).
Unless you're going for max fuel economy (which is noble), I would. I would even consider 225s if you have a 17x7.5" wheels. The wheel width will (should) have some impact on tire choice. For a 7" wide wheel, 215 is about perfect IMO.