Stephen Coles' article on The Fontfeed called Extra Light, Ultra Thin Fonts might be of interest to you.

Thanks, I've seen this, and he offers some very useful fonts, but what I really need is serif, in book style, not sans serif, or slab serif. Similar to what the NYTimes Sunday Mag uses when they do their cute stuff with ultra slim book styles at huge sizes.

There aren't many book serifs that are what I'd call ultra light. Display versions of text serifs are generally high contrast, so there is usually a mid-to-heavy part of the stroke, but perhaps one of these works for you:

Arepo would work well with Arno
FF Absara Thin
Eldorado Display
Electra Display
Californian Display
Miller Display
FB Garamond Display Light
Fresco Light
Big Caslon
Minion Display
Warnock Light Display
Chaparral Light Display
Freight Text Light
Filosofia Grand
Linotype Didot
Ambroise Light
Freight Display
Freight Big
Chronicle Display Extra Light

Yeah, it's a problem. . . I've always meant to draw up a set, but never any time. Thanks for taking the time to make this list, very much appreciated. VdO

No problem. You gave me a reason to update the FontFeed article and hopefully make it a bit more useful.

FB Proforma has an Ultra Light weight and is good lookin´.

If I'm allowed to do a bit of self-promotion, my Newt is in the critique section and has an ultra-light weight. It hasn't been released yet, but I'm hoping to get it out there pretty soon.

I like it actually. . . didn't like it at first, but that's because I worked all day and was too uptight and had a rod up my a**.
After a break and bottle of Stella it comes off much better. . . Newt is a good name for it. It's eccentric but consistent in it's style. It would be a good face to set Rimbaud in. A very good effort.

Thanks! I don't know quite when to expect it to be available; I'm still in the early-to-middle phases of getting it out, but I'm trying to move quickly. Rereading, I see you were looking for something like Arno, which Newt resembles very little, but I'm glad you like it anyhow! I've never read any Rimbaud, but he sounds like he would be a good fit. Wish I could be more specific about a release date.

Would Toby and Number3Pencils please revise their posts to link to fonts on the fontshop site? Thanks.

Both the typfaces they link to are not from fontshop.

Proforma is indeed available from FontShop. Simply search on fontshop.com.

Hm, sorry, I should have done a search before posting my last comment.
Although my statement was basically true, Proforma is indeed available on fontshop. :)