Hi, used to own a WRX and my mechanic did some skimming to lighten the stock flywheel and balanced it thereafter. Had no problems with the skimmed flywheel and it was much cheaper than getting an aftermarket one.

Was thinking of doing the same thing to the stock RX8 flywheel, instead of getting an aftermarket. Has anyone done this before and any problems with doing this?

My question is why? The cost of the flywheel is only a portion of the expence. Unless you plan on doing it your self, you are going to pay someone to remove/reinstall the transmission. Then you have to wonder if the resurfacing/lightening of the oem flywheel was done correctly. I've had problems with balance after just a light resurfacing when replacing a clutch (on an other car). I personally wouldn't try it.
Good Luck on your quest.