Best performance mod I did for my 97 that netted some serious MPG gains was using Dodge Neon 703 injectors. Went from 13.5-14 on the highway to 16-17 mpg. I had done all the basics cold air intake (well as cold as the K&N FIPK kit provides which isn't any since it is still under the hood), Banks header (don't get one I have had 9 crack on me and yes my motor mounts and transmission mounts have been replaced and a flex pipe added to the down pipe), Magnaflow high flow catalytic converter, flowmaster 50 series muffler, Champion truck plugs, firepower coil, and there may be other things I just can't remember.
The main thing that anyone here will tell you if your Jeep is lifted and on larger tires, the ONLY thing that will return some ACTUAL mileage and power back is re-gearing. Everything else will only give you a fraction of mpg or horsepower back if any at all.
Good Luck!