Ask jah81592 about an xcal2.
I wouldn't go spending money to increase gas mileage though. Spending $130 on an intake for maybe a .5 mpg gain doesn't make sense unless you're just doing it to save the environment. It will take a LONG time of .5mpg gain to get $130 in savings.
As for the transfer case swap, I wouldn't bother unless your goal is to have selectable 4x4. I actually really like the AWD with the 5.0L as a daily driver, not the best offroad. I wouldn't imagine seeing much mpg increase since, like already mentioned, the front axle is spinning all the time.
I would probably add a good catback and a tuner. Use the rest of the money to flush the axles and gearboxes with new synthetic oil or something.