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If you choose to go with one, get a chip/programmer. Programmer being by far better, and most come with a program that lets you run higher octane, but ups the mileage as well as the power to offset the cost.
Intake and exhaust will help a tuner to do it's job better.
Welcome to FTE Mr.serious. I think you'll like it here. Unfortunately, if you're talking more power, it won't improve mpgs. Mods like intakes and catbacks have proven to provide nothing but a cool sounding vehicle. You might try a combination of synthetic lubes in your diffs, engine and tranny, and a programmer like the Bama has semingly procuced positive results. On recent posts, the gas your running will have an impact. I've been reading about drastic results from switching brands. You'll find a wide range of mpg results from different people and I think you'll find the choice of gas has a lot to do with it. Read old posts and try a new one in the regional forums for who's giving the best results.
A question that I have on this subject involves how you all are defining "intake". In some of the threads in the past people are just talking about the air cleaner boxes and plumbing. When people say intake I think about the actual cast intake manifold. As someone who is looking seriously at a Ranger for a commuter vehicle, I am trying to gather as much information on the 4.0 as possible including minor performance / mileage modifications.
Intake in terms of what we talk about is the box and tubing. The intake manifold (what you're talking about) isn't really replacable because...well...there are no performance replacements. Port and polishing is about as good as it gets.
Intake and exhaust is more subject to your sound choice. The stock intake will flow fine for a lightly modded engine, the exhaust, just pick whatever sound you like, and keep the pipe size no bigger than 2.25".
The chip will give the biggest gains of horsepower for a "bolt on" mod as opposed to forced induction. When driven conservatively, a chip will also give you more mileage.
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