Welcome to NICO! If it was my car, I'd do all the breathing mods first, then do the tune. Headers will not get you very much in terms of power...money would be better spent on a pair of high flow CATS and a CAT-back system. (with the sedan, you could also go with the Coupe mid-pipe and an axle-back system). I'm not a fan of oil-type air filters...better off with a dry-type. R2C makes a great intake! 5/16 motordyne spacer is recommended over the kinetix...cheaper and you can keep the engine cover; they do the same thing.
As for you MPGs, it will actually go up with these mods...but the car will sound much better and you'll have a hard time keeping off the throttle
