It's been said many times in many places: a gas engine is a large air pump. Anything that makes it easier to pump air through it will help power and fuel economy. Sorry Todd, but opening up restrictions will help. Yes, colder air is denser air. But we're not talking about WOT driving now. With a less restrictive intake and a colder intake charge, the engine will use less throttle opening to generate the same amount of power. If anything, the increased turbulence caused by a more closed throttle blade will lead to a more complete mixing of air and fuel in the combustion chamber. That leads to more efficiency, and better fuel economy.
The hissing sound of the stock exhaust when I get on the throttle is a classic sign of a very restrictive exhaust system. I agree with JohnnyO that opening up the exhaust is probably the best single thing to do, although prices vary widely; an expensive custom exhaust will not give a great "bang for the buck" although it will increase performance and economy.
A flash tune that's specifically made to take advantage of better flow, and to give maximum economy at the expense of top power numbers is the glue that ties other fuel saving measures together. Even without a custom tune, your driving habits are learned by the PCM, which will adapt the system somewhat. In any case, being light on the throttle, and coasting to stops instead of hard braking will give better fuel economy.
Don't forget other things like vehicle weight. Do you have a 500# box of tools and other stuff in the back? Leaving all but a bare-essentials emergency kit will save weight, which saves gas. Keeping the tonneau cover at home will also save weight. It might also lower drag as well by providing a zone for a cushion of air to form over the open bed with the tailgate up. This was tested in a real wind tunnel for a "Mythbusters" episode.
Maintaining proper tire pressure is important for safety reasons first, but is also good for fuel economy.
Don't expect miracles, though. The S/T has the aerodynamics of a brick. And since drag increases as the cube of velocity (v^3), the surest way to save gas is to drive very slowly.