Domman, for the same reason a high flow air filter is useless for mileage, so is a performance exhaust. If you are driving for good fuel economy, you are never pushing that much horsepower through your pipes and therefore don't need to reduce restrictions that really aren't there at lower flow rates.
EPA for the car is 18/25. Getting low 30s (in summer) shouldn't be too much of a problem. I find that its fairly easy to get ~30% above highway EPA in any vehicle just by driving sensibly. Definitely check out the
100+ hypermiling tips to get some ideas on driving techniques to use. Chasing down 40 mpg will be a lot harder though. Good luck!