Wow, you guys are hurting with these low teen MPGs.
I average about 19, and even had a stretch of 22MPG last week as I cruised across Wyoming between Yellowstone/Tetons.
I notice a couple MPG improvement when I threw on a Volant intake and a NISMO exhaust. I don't really know where the improvement came from, as I performed both mods at the same time. I also cleaned the MAF (Mass air sensor) while I was there at the intake. A dirty MAF will hammer MPGs. My average changed from about 15 to about 19 after the mods/cleaning.
Headers will likely get another MPG or two, full synthetics (everywhere) will help, proper tire inflation will help, not using aggressive off road tires on the highway will help. In theory, dropping the belt driven fan for a thermostatically controlled electric fan will free up a couple horsepower as well, which would (again, in theory) have a small impact on mileage. I am going to change the fan and add headers/HFCs soon.
One thing I have learned about the X, is there is no MPG silver bullet; but there are combinations of things involving good maintenance, breathing mods, and parasitic reduction mods that if all done in concert, the benefits do add up. Where I am pushing 20 and most Xs are in the mid to low teens is (imo) justification to my argument. I love my X, and need a 4x4 like it to do what I want to do. But I do also need good MPG; as I spend most of my time on the highway getting to the trail or camping spot.
On my 22MPG stretch, I was near Jackson Wyoming where it is only a 45-55MPH zone for a hundred miles or so as you pass through the area. Keeping the speed under 65MPH will do more than any of the above.