Without a doubt, most performance improvements also come with MPG increases.
However, if your USING this new power, you'll likely see less MPG.
For the most part though.....CAI, headers and/or cat back, high flow cats, etc should show solid increases in MPG.
The AFM/DoD removal/tune out, can hurt MPG's.
But I noticed on a 2500mi round trip road trip at the end of February, that mileage really decreases after 65mph. I-95 has a 70mph speed limit just south of DC, all the way to Florida. This means people are rolling at 75-80. I set the cruise at 79 both up and back and got 24.7 average for the whole trip. We did minimal driving while down there. Average speed was 67mph when we got home!
My only mod is a Cortex 91 tune. Everything else stock.
2009.5 G8 GT SRM
Sport + Premium - No Sunroof
255/40-19 Conti DW Summers
18" Winter wheels with Conti DWS's
Full Size Spare and Jack kit
Volant CAI w/Amsoil dry filter (HSRK)
Maximizer LTH's & Midpipes into Corsa Axlebacks
Mustang Dyno tune
FE3, Eibach, Whiteline mounts, New Control Arms, Moog Endlinks