When you flush the radiator, very little coolant comes out of the engine compartment. You will get some, but it is probably the stuff that was in the hoses, and not necessarly from the engine block.
As for fuel economy, if you manitain the explorer ( oil changes, change spark plugs, flush fluids, replace filters, etc, ) the fuel economy shouldn't go down, unless you are driving any harder because of your mods( regardless to miles on that engine). Your driving habits are still the same since you were getting your best fuel economy right?
It might not be a bad idea to replace your thermastat. Since a coolant flush hasn't been performed on your X, gunk may be collecting on it. It may be stuck , or part way stuck. Then again, it's probably fine. Unless your temp gauge is not going up, I wouldn't worry about it. It's designed so that if it fails, it will fail in the open position.
Pay $75 for a mechanic to do a flush? I paid $45.99 to get mine done. If you are thinking about going this route, then shop around. Make sure that the mechanic has a machine to do it. The mechanic that did mine, had a Wynes machine, which also makes flushing machines to flush auto trannys, and powersteering systems.
If you want to do this your self, I would recomend reading about it in you Chiton manual( as opposed to me explaining it to you ). It's just easier that way, and if you need help, then the people on this board will give ya a hand.
Now are you going to replace the sending unit with a brand new one? Or are you going to try to clean the old one? I think it might be a better idea to get a new one. They aren't too expensive. However, cleaning it all together might fix the problem completely. Then again, it might not, or it might decide to start acting up again within a period of time. I am not too sure how it works in that sense. But if your going to get the entire system done (which you should) then you should get the sensor cleaned/replaced while your at it. If you get the flush done by a mechanic, then, bring a new sensor with you and tell them to replace it while they are flushing it.
Good luck.