Anything that makes the engine run more efficiently, or work less hard can improve your gas mileage. In other words the correct weight synthetic oil, reducing weight (take all the junk out of the bed, remove un-used rear seat), and/or lighter wheel/tire combo.
A free-er flowing (and emissions compliant) intake and exhaust can help assuming you don't take a liking to the new sounds and use the skinny pedal more vigorously. Of course, the cost of an intake/exhaust may offset any savings you might see in miles per gallon.
I suggest next time you're ready for tires, look at the different weights of the tires. Manufacturers publish this information. A difference of 2-5 pounds per tire can have an impact on how the truck drives, accelerates, and the gas mileage.
If anyone knows the answer the this question they should be very rich! As far as I am concerned, more horsepower always results in less mpgs. There is know way around the fact that you must burn more fuel to gain horsepower - anyone out there feel differently?