Thank you all for your replies.
Yes, the 2zz motor is quite nice.
Yeah, the front end is really really (really) open.
The "gear swap" I referenced would be the final drive ratio gear. One of the reasons I went with the GTS was the lower 6th gear. Yes, the final drive gear would be very difficult to change, definitely not DIY at least for me. MWR actually has a c60 rebuild that had the 3.9 final drive ratio as compared to my 4.5. I will probably be waiting until I have some sort of transmission or clutch service needed before I could seriously consider the swap. My hope is through better aerodynamics the car with a 3.9 could be just as "peppy" as it is with the 4.5 stock.
I haven't had the 2002 for very long, so I don't have a good fuel baseline. I had been diagnosing a few engine issues with the lift mechanism that engages the secondary camshaft, so I had to do a lot of high RPM shifts to test it's functionality, so my fuel data from those tanks isn't the most useful. I am settling back into my daily commute now, so I should have useful data for comparison in a week or two.