The mods are a double edged sword. If used properly they can and will increase your mileage. I would recommend the DPTuner w/80hp econo tune. Behind that I would go with Tonys chip with an econo burn on it.
When my 95 was bone stock it would get 15-16 mpg. Then the mods began, open air intake, down pipe, straight pipe, 10K and FPR shim. Mileage probably went up to a solid 17-18 mpg. Then went in the 160cc Stg I injectors and a SCMT. Mileage stayed about the same. Then Tony's chip went in and the SCMT went away, I could (driven reasonably) get 18-20 with it. The cold reality of it was that my mileage went back down to 16 cuz it was so damn fun to make smoke.