I'd definitly agree with Ryland, and most of what LostCause said.
A header properly designed for economy (which eliminates 99% of the headers out there) will give you more more low rpm torque instead of high rpm torque. If you are driving for fuel economy you will never use high rpms so that extra high rpm torque is completely wasted. As mentioned, you'd have to have one custom designed and fabricated. Last I checked this costs upwards of $1000+.
A free flowing exhaust does exactly the same thing, more high rpm torque which you will never use if driving for fuel economy.
I agree with Rylands comments on the E-fan and aluminum flywheel.
Underdrive pulleys can provide benefits, but you have to live with reduced output from your water pump and alternator then. That means you'll lower your towing capacity due to not being able to disperse enough heat, and you won't be able to use that nice big ol sterio that you want.
Personally, the only one I'd even look into on your list is an electric fan.
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