I'm running catless (using CEL eliminators) and Doug Thorley headers with a 2.5" exhaust. Intake is a Volant. If you want better mileage too, tires and weight. I found out late last few with my mods, I'm 500lbs over the GVWR with my and my tools in the truck. It's then I realised that it's easy to overlook on how easy weight is to add to the truck. I didn't notice really any difference with the intake (since it was done last and mostly to accommodate a snorkel), but the exhaust helped with power, but the headers made a HUGE difference, and I have friends as well noticed a significant improvement using headers to replace the crappy cracking manifolds.
Also make sure you have no codes. Stuff like 02 sensors (even replacing them from age with no codes makes a good difference), IAT sensor (replaced that sensor 2 years ago since it was throwing a code and made a huge different in bringing back the fuel economy that I had recently lost), coolant sensors and even the knock sensor (which doesn't throw a CEL) while arguably makes no difference in the N/A trucks, is still a critical sensor toi the ECM and should affect fuel efficiency