I do it for the challenge. Too many speeding tickets made me take a slower hobby. And you would be surprised- its MUCH harder to get 20% better fuel economy than 20% faster acceleration or 20% more hp (I have done tuning for economy AND hp so I know first hand).
Plus recently (going back home from school) soooo many of my friends have been asking me "I heard you get like 40mpg?! Its practically a hybrid!". Anyone can put an exhaust system on a car, but not everybody can take engine efficiency, aerodynamics, and many other variables into account.
Again, its a challenge for me... WHILE saving gas
