Filters etc are only going to make a negligable difference. They will assist with an increase as a percentage of your current mileage. Your gas mileage is a factor of your weight, the break-specific fuel consumption (BSFC) of your engine, and the load on the engine (gears, speed, wind resistance) etc.
Changing to a more efficient carb or fuel injection will help, as will doing things to lower the weight of the vehicle. Gearing it to have it spending most of it's time around the peak of the torque band is going to help with mileage as well. Dont follow the thought that lower RPM is always better. In many cases, you need to be at a little higher RPM than you would think to get better mileage. Most importantly, make sure that you arent running too rich. Make sure that all of the fuel you are getting in is burning.
In general, most modifications you would do to an engine to get more power, will also get more mileage. Just remember that the peddle position and gas mileage are directly proportional, as the peddle goes down, so does the mileage.