actually if you are going purely on fuel economy, I would get neither. less restricted flow does mean more power but not better FE. if you think about it a freer flowing intake will make more power but if you are only going to crack the throttle body just a bit, it won't make a difference. the same with the exhaust.
usually an intake will run between $150 and $300 usually. an exhaust system can be $100 to $600 depending on replacing just the muffler vs the entire system and also diameter of pipe and stainless vs regular.
I would take the money I was going to spend on that and either get a scangauge or ultragauge.
http://www.scangauge.com/
http://www.ultra-gauge.com/ultragauge/index.htm
they will tell you how well you are doing mileage wise. if you really are in the mood for an intake or exhaust, I say go for it. just don't expect better FE from it.
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