From my experience, cold air intakes and certain drop in filters give only the slightest mpg increase as they tend to produce more power. Big test is to really drive the car in a manner that nets you the best mpg (slower accelerations, less idle time etc) and when you do performance upgrades, keep to that manner of driving to actually see the gains. A lot of users who have switched to a drop in or CAI/RAI have said they get a lot more noise and perceive more power.
Try free/reversible mods first!
1. Play with spark plug gaping
2. Take top of stock air filter off (make sure it is secure though)
3. Inflate tires above rated 35psi to near maximum of tire (at your own discretion)
5. Remove unneeded weight in car (in town trips and have AMA? take out the spare!)
6. Fuel up with different brands of gas, pay X amount for premium (not free but not a lot of $$)
7. If 5sp, shift sooner but at beginning of powerband
8. Turn that A/C off! Windows up
9. Make sure crankshaft position sensor is in the fully advanced position (take off front passenger tire, look to bottom left and see if the slotted sensor is pushed down as far as it can go)
Doing these things will give you an idea of what helps and what really doesn't. I've gone down as low as 4.5L/100km at 4c at 100KMH just with different spark plug gaping, coil wires (see Reduce spark plug dwell...) and having a light foot.
2012 SGM Ti DCT Stock and loving it
OEM multispoke 17" with stock rubber summer-X-ice 3's on stuck rims = awesomesauce