2006 Toyota Tacoma manual 4X4

I parked the 04 Expedition and got a Toyota because I wanted an open box for tools and lumber, and was hoping for something better on fuel.
Surprisingly the Tacoma is barely any better on fuel than the full size SUV with a 5.4L.
I immediately put in a Bully Dog Tuner. The fuel drastically improved. I recently filed with premium and retuned it. It got slightly better, however it's geared so low, it's no longer fun to drive around in the city. I'm in third gear before the other side of the intersection. Next tank, I'll get regular and go back to tune A.
I'm wondering what to do next, air intake, or open up the exhaust.
Which air intake is best, so far it looks like Airade or KandN.
I might spend my money on headlights though, I hate the way those stock ones look.