For the fuel economy side of things, I don't see the lower voltage hurting anything besides the ignition system. The sensor voltages on the car are already regulated by the ECU. The fuel pump isn't going to be able to pump quite as much fuel at lower voltages, but I'm not winding the engine up so thats no big deal. The injectors will react slower, but the o2 sensor should automatically adjust for that. If I'm missing something, someone let me know.
I'm not really interested in converting to HIDs at this point in time, but that sounds like a good alternative. I've driven the car for nearly a year with the lights the way they are. I'm really more so doing this for the ignition system right now. The headlights are probably a big deal if you do more country driving which I don't do with this car. I'm not even sure I'll boost their voltage up yet. It was just a bit annoying late last night as I just wanted to get home, this happens a few times a year and I should probably just finish the alt delete mod and get my switch working so I can turn the alt back on.