I got the programmer before the headers because I didn't plan on putting headers on until I inspected the old exhaust manifolds and saw how warped they were and how awful they sounded under hard throttle. The MAC intake made a nice 1 MPG gain, but the exhaust really didn't gain much, if any, MPG. The MAC exhaust seems a bit larger than necessary because the lack of backpressure makes it a dog on the low-end without a premium fuel tune. Of course, it charges really hard after about 2500 RPMs.
First off, add the intake. It will for sure free up a few MPGs and sounds much better than stock. The exhaust really isn't necessary for MPG.
Then, get the programmer. You should be able to pick what kind of tunes you want, so customize as necessary.
Truthfully, if I were to do it again, I wouldn't get the headers. They take forever to install, require a decent amount of customization, and I'm now having issues with header bolts falling out again like the old exhaust manifolds. Actually, they are bolts in the same locations as the old manifolds.
Anyway, I hope this helps.