Some good advice given so far. I was amazed at how much better my truck ran after a proper timing job. Actually, it was set to near the correct stock spec but when Mel set it to 9.5 (about 2.5 advanced of what it was, IIRC), I could feel a difference. It smokes more at the same fuel setting and definitely feel snappier. Thus far, my mpg is a few ticks ahead of what it was but I have a lot of averaging to do yet to see about how much the mpg improved (if at all). And that brings me to my point... methodology:
Did you take your last mpg before the change and then compare it to the latest? One mpg calc compared to another? I would submit that's not enough info for a condemnation... or a proclamation of victory if it had gone that way. There are too many variables. Maybe more cold starts on one tank vs the other. More traffic. Different routes driven. Changes in ambient temperature (cooler weather usually drops the mpg). More spirited drive on one tank vs the other... and the list of variables go on and on. The only way you can really compare is by averaging a large number of mpg calcs in both conditions or by running specific tests where you equalize all the variables. I recently tested some products for mpg improvements on a particular course I had mapped out previously. I test drove the course first and took notes on the route so I could drive the same way as much as possible on two test loops. I even went to the trouble to make sure the engine, trans and differential oil temps at the start of each tests were these same, as well tire temps and making sure ambient temps were the same for each loop. There was a lot more to it even than that, but I won't bore you with it. In the end I was pretty confident in having equalized all the variables but the products being tested.
Also, like was said above, most of the things you upgraded won't necessarily result in a noticeable increase in mileage. They are often touted as such but when you get into the real science, any gains are pretty small if at all noticeable. Power, lower EGTs... certainly. MPG, not so much.