the easiest and cheapest ways to improve your mileage are with an open air intake and an exhaust however if your motivation is fuel economy the ROI is quite high.
if your only goal in modifying your truck in any manner is for fuel economy purposes then don't do it, it will take you many many miles to recoup the initial investment before you begin to save any money. That being said if you want extra power, more turbo whistle etc then have at it.
chip 1-2 mpg $300+
3.55 1-2 mpg $100-$1000+ (depends on how & if 4wd)
intake 0.5-1 mpg $100
muffler 0.5-1 mpg $20-100+ (delete pipe or better muffler)
Auxillary overdrive 1-2 mpg $1500-3500+
Here are some calculations I did a few months ago when fuel was more expensive so this makes the ROI time even shorter than with current fuel prices but gives you an idea.
Assume fuel is $3.50
at 15mpg you will spend 23.3¢/mile in fuel
at 16 mpg 21.9¢/mile ROI on $1.00 is 74.4 miles or
at 17 mpg 20.6¢/mile ROI on $1.00 is 37.04 miles
at 18 mpg 19.4¢/mile ROI on $1.00 is 25.64 miles
at 19 mpg 18.4¢/mile ROI on $1.00 is 20.40 miles
at 20 mpg 17.5¢/mile ROI on $1.00 is 17.24 miles
Realize that with all of the listed modifications it will be hard to get more than a real solid 3 mpg gain.
As you can tell my my signature I'm not against modifying my truck however, I find that on forums it is easy to get caught up in the quest for mileage without looking at the big picture.
I will say that you mileage is a bit low but within the "normal" variation for factory configurations. With 4.10 gears I'm hitting 17 mpg on the highway at 70 when running empty scaled at 7280.
As far as the tailgate issue
Here is an SAE paper on aerodynamics of trucks with the tailgate up and down -- conclusion keep the tailgate up and mesh tailgates do not help.