all of the electrical sensors on your engine effect fuel mileage. they are there to inform your vehicles computer of existing conditions so that the computer can make whatever changes necessary to maximize efficiency for the purposes of fuel mileage and emissions. and yes, a vacuum leak can effect fuel mileage.
all that being said, changing all your vehicles sensors for no specific reason is a waste of money. Some wear out over time (O2 sensors, TPS) and need to be replaced. others (MAF, IAC) need to be cleaned periodically. you're vehicles sensors are designed to operate within a specific voltage range. when your computer detects a sensor not functioning, or functioning outside of its designed range, it turns on the check engine light (CEL) and sets a code. the code can be read with a scanner, but that’s just the starting point in figuring out what the real problem is. for example, a vacuum leak will may throw a code of a lean condition. if you suspect your PCV valve's hoses are cracked and leaking causing a vacuum leak, inspect and replace the hoses as necessary, not just the valve. sometimes multiple codes are set because of a single problem. track down and fix the correct problem and the other codes go away. A loose fuel cap often sets a vacuum leak code, but simply tightening it fixes the problem. another good example is if you have 160k and have never changed your O2 sensors, that would be a good place to spend some money and it should improve fuel milage.