why are you so worried about weight? seriously.. it's an SUV. even if you reduced the weight by a couple hundred pounds, you're gas milage increase would probably not be noticeable, most of the drag pushing an explorer down the freeway is wind resistance, not weight. for that matter, a better air dam, and/or lowering it will reduce drag, also skinnier tires with smoother tread pattern. run synthetic oils, that will make more difference than weight as well
to give you an example, my '93 explorer gets about 19 mpg freeway, typically. earlier this summer i took my boat up north to a friends house (he was renting a lake house) on that trip i got 17.5mpg.... that's towing a 17' jet boat with a 455 V8 in it... 1.5 mpg difference. not only is that another couple thousand pounds of weight, it's 2 more tires, and more wind resistance.... and 1.5mpg was all the more fuel it took.
heck, waxing you're paint will decrease resistance more than a few pounds off.. i'm serious.