I've got a 2000 XJ Sport stock except for the Rusty's CAI and Flowmaster Delta Muffler (also picked that kit up from Rusty's). I've been using a ScanGaugeII for about a year. Got a tune up last summer, shortly afterwards I installed the CAI and it helped a bit, maybe 1-2 mpg. I could feel the extra bump in power from intake, but it wasn't profoundly better.
back then I would average 18-20 if I hypermiled. The flowmaster I installed about 2 weeks ago and it seemed to unlock the bottleneck and now I'm getting 20-24 mpg and I have a very noticeable increase in power. Watching the SG after new muffler was installed, it's not hard to see the improvement. The trip econ meter ticks up much quicker than before. Actually, It seems that it's much harder to get and keep my econ below 18... it feels like it "wants" to achieve 20 or better now, if the route permits. If I hypermile (coast, stay in OD, drive barefoot, or the imaginary egg trick) I noticed the extra power is perfect for accelerating to target speed (between 55-65 MPH) and then slipping into OD. I don't have cruise control so I gotta manage.
I'm on my second fillup after the muffler install. Those of you that know the ScanGauge know that you have to run a few tanks of gas through it for it to calibrate and be accurate after a part change like muffler and CAI that effects fuel econ).
For those that think they'd rather spend the money in gas than buy all this stuff, I've improved my econ 4-5 mpg on average, that's like getting 80-100 extra miles per tank or 4-5 gallons of gas. When gas is $3/gal that saves $12 per fillup and 2 fillups per week =$24 per week. If you think about it this way, it doesn't take long to make up for the cost of the upgrade parts. I figured I had my ScanGauge paid for within 6 months last year squeaking 1-2 mpg with the CAI because gas was so expensive last summer at $4/gal.
I also agree as others have said if you drive like a demon, your mileage will suck no matter what you do. The CAI and muffler could encourage the speed demon to burn even more gas so the SG2 helps a former lead foot like me to keep my mind on track.
Next... o2 sensor and new tires and rear springs.