I've done the CHT sensor and TPS (throttle position sensor) on an '86 Nissan 720 4x4.
I have 2 rheostats in the dash and a switch also on the CHT sensor.
I notice that in warmer weather I can leave the CHT switch "on" and get a good start...in colder weather...it's more difficult to start.
The TPS mod will allow leaning the engine out to the point of reduced power.
I also run an EFIE at 200 mvs....seems to allow the O2 to cycle more easily than with no added mvs.
I don't believe I've documented an mpg gain though. I was having several other tuning/electrical issues with this truck and eventually I put things back to stock...thinking my messing around was the problem...when I noticed an increase in power.
Since I have the rheostats in the dash I can adjust things at will....now running at about 1/2 the LEAN setting I once ran.
What I am messing around with on my wagon is a a fuel vaporizer that has indications of both improving power and mpg....but I really haven't been able to finish testing it....having issues with the gas valve closing up and not allowing gas to vaporize.
Since I can lean the truck down real well...I eventually want to test a fuel vaporizer on it.
Here is some info on the subject:
http://www.nonags.org/members/nijqk/Sensor_mods.doc