The facts are this: do the math when considering expensive add-ons only for fuel savings. It's called and ROI (return on on investment) analysis.
Basically, it will take you a certain amount of time to make up for the expense of buying the performance equipment that may (or may not) get you better mileage. Keeping in mind that when you put go-fast parts on your car, your tendency will be to try them out - negating any savings you were expecting.
Intake, exhaust and programmer are the most popular bolt-ons that help your engine work more efficiently. Let's say they cost you $1000 and they save you 1 mpg.
At $4 per gallon of gas and going from an average of 12 mpg to 13 mpg and driving an average of 1000 miles per month:
$4 per gal @12mpg for 1000 miles per month = 83.33 gal
$4 per gal @13mpg for 1000 miles per month = 76.92 gal
A difference of 6 gallons per month
6 gallons x $4 = $24 per month savings
Initial investment ($1000) / $24 month = 41.66 months to recoup your initial investment.
Then there's the free way. Keep your tires inflated, your vehicle serviced, lighten your load and drive like a grandma. You'll probably still see the 1 mpg (or more) improvement.
I am now stepping down off my soap box.