Puncture resistant and fast is kinda mutually exclusive.
Puncture resistance pretty much boils down to having more material between the road surface and the tube, ie a thicker tire. And a thicker tire means there's more material being kneaded and scrunched up as the bike rolls along - which is where a lot of the rolling resistance comes from.
But yeah, you can always go narrower. Do a net search for "Sheldon Brown tire sizing" and you'll get a recommendation on how wide/narrow it's sensible to go on a particular rim.
Question is why, and how much.
Thinner = faster is not always true.
With thinner tires you need to use higher pressures to avoid pinch flats, and higher pressures means the bike will bounce around more.
That bouncing will create some discomfort(which eventually saps energy), lose you some traction, and eventually lose you some speed as the smallest bump will send the bike skywards as opposed to rolling over the protrusion.
If you're pretty much only staying on hard surfaces, I'd suggest that you look for a slick tire, or at least one with very little/shallow treads. Keep the knobblies and put them back on when the autumn leaves begins to fall.
Haven't got much in ways of personal favorites. Had a pair of Geax that were absolute beasts to mount. Took a lot of pressure and rode OK. Had a pair of Hutchinson which for that combo of width / recommeded pressure, were prone to pinch flats, and through general design were also sensitive to penetration punctures. Rolled like you wouldn't believe though.
Tried Conti Sport Contact, and had the bead start separating surprisingly fast. No penetrating flats though, and decent rollers.
