I hate to stir up the pot but I have to share my opinion on this:
Mufflers, higher octane gasoline, Lucas oil, air intakes, etc will not make any meaningful increase in fuel economy. Your fuel economy is dictated mostly by cruising efficiency. Mufflers and air intakes may slightly increase peak power, but they do almost nothing at more normal speeds and engine load. I like the way the K&N-style cone filters sound (I have one on my Ex right now), but any benefit is probably psychological. In addition, the OEM paper filter is better at screening dirt particles than the aftermarket filters are.
Look up Lucas oil products on Bob is the Oil Guy (a forum dedicated to lubricants) -- "scathing" is probably an understatement. Lucas should consider taking some of their (extensive) marketing dollars and putting it towards R&D. Their "Oil stabilizer" is especially terrible, essentially super-low-quality oil base stock with no additives that dilutes the additive package that comes in your motor oil.
Lastly - I mean no disrespect here - I can't definitely disprove Al Frankin's Quest for 30 thread, but I don't believe his results. Nobody has even come close to duplicating the mileage he got and his configuration (4-door, 4.0 SOHC, automatic, with 3.55 gears) was only rated at about 20 MPG from the factory. He didn't do anything major to his vehicle to drastically increase his fuel efficiency. My previous Explorer, a 2000 Sport, 2WD, 3.27 gears, 5-speed manual was the most fuel efficient version per the EPA, and I could barely get 24 MPG in the best conditions with all fresh fluids, front air dam, SCT tuner, and highway tires. (The OHV was actually rated higher than the SOHC engine, probably due to it's reduced rotating mass - fewer chains and cams means less friction).
I only say this to try to keep expectations more realistic, and take it for what it's worth (my opinion). Keep the fluids changed and the maintenance up to date, and plan ahead while you are driving to reduce the use of your brakes.