All depends on the shape.
If it tapers from the top of the roof to the top of the tailgate, it will improve mpg
If it comes straight back from the roof, and then drops down 90 degrees at the tailgate (like a box shaped cap) it will hurt them
Tonneau has seen lots of mixed results on different trucks, but usually won't hurt much if at all.
I started with a regular flat tonneau, then after a while I mounted it on plywood triangles so it is angled back.
It isn't fully lockable, in that it could be cut, but it provides more theft resistance than an open bed, and keeps stuff clean and dry - and I can roll it up in about 15 seconds and have full use of the truck bed:
http://ecomodder.com/forum/showthrea...tml#post144148