MetroMPG tested high flow air filters long ago and proved that they do not improve mileage.
Testing a 'performance' air filter for MPG - Part 1 - MetroMPG.com
Testing a 'performance' air filter for MPG - Part 2 - MetroMPG.com
Tweaking the exhaust can likely lead to small increases in mileage. However, you'll likely want to go smaller than OEM pipe size to do this and that may reduce peak horsepower.