This past winter we brewed a wit using wheat LME, 9 oz of 2-row, and 8 oz of quick oats. This isn't my favorite wit recipe but it's quick and does the trick, plus all my BMC drinking friends like it. Anyway, the mouthfeel with the oats instead of flaked wheat seemed a little smoother, and the beer was a bit richer. I got just a hint of chocolate in the hydro sample according to my notes, but I *was* drinking at the time...I would gladly put oats in a witbier again.
I think if you were looking for a lighter wit, maybe pass on the oats (although you want some unmalted grain, whether wheat or oats to match style). If you were trying to make a bit beefier wit, it would go very well.
I have only brewed with rye once and it's still in the secondary, but you might get an interesting spice note from the rye along with the rest of the herbs in a wit. That would be another way to get the unmalted grain into your mash tun.