Intake/exhaust stuff will help, anything that makes the engine more efficient. But, none of it is going to ever be very cost effective. Say you pick up 1mpg w/ an intake (being generous, I only saw .2 mpg gain w/ intake and plenum spacer). The intake is $200 and the payback is going to be a year or so to breakeven. That's about the cheapest part. Plenum spacer is $200, exhaust is $1K, tune is $100 an hour where I live. Would your car get better mileage after all of this...of course. Is it worth it from a monetary standpoint? Not a chance. Mod your car because you want to mod your car, not because you want to improve mileage. The FX is terrible on gas, it always will be, if you wanted fuel efficiency, you should not have bought this car.
Sort of like people who buy hybrids because they want to save on gas. They don't take into account the huge increase in cost and that the breakeven is 5-7 years.