Just wanted to add my thoughts.
When I first got my 2001 QX4 I made some initial "measurements" prior to installing what I thought would assist in MPGs

BTW, I purchased my Qx4 used in 2011 with about 156k-miles on it. Previous owner bought it 2nd hand from his friend. Assuming he was telling the truth:
Owner1: father purchased for high school daughter. When daugther graduated and went to college, sold the truck to 2nd owner, the person I bought it from
Owner2: father (a school principal - if that might give any insight to his reputation) bought it for his son who JUST got into college, who played baseball.
My general driving is 80% highway, 20% city or stop-n-go traffic. Stop-n-go traffic usually involves the driving it takes to get from house to the highway :P
I compared 3tanks of 87 and 3tanks of 91 - result was little to no difference. I was getting between 17-18mpgs, similar numbers on both octane grades. Although I will admit that I fill up with 91 when I am going on a worthy distance road trip.
Then I installed my Warn manual hubs. I didn't do another fuel test, but did let the ride settle with 3tanks before measuring again.
Similar to before I installed the manual hubs, I did not see any significant improvements in MPG, still ranged low-17s.
Even today, whether hubs are locked or unlocked, I don't see any significant changes in MPG. I will still get 17s with them locked.
Since then, I've done the following (not particularly to improve MPGs, but rather to show that little can be done when it comes to parts and MPGs)
New front disc brakes (pads and discs)
New suspension (OME medium duty springs and KYB struts/shocks all around)
New tires "All Season" tires - ie. not knobby tires :P. The tires claim "low rolling resistance"
Also did the trailing arms (upper and lower) to poly bushings
Using Amsoil synthetic ATF
Walmart brand synthetic motor oil
I keep a pretty empty truck. I don't have a sound system/subwoofer/amp in my truck (not implying that you do:P). Since I do drive a lot of highway/non-stop speeds, that may be a major contributor to my MPGs and the non-effect of the manual hubs and fuel grade.
Just address your driving styles first prior to dumping more money into the truck for things you may not need. For example - I really didn't need manual hubs ($100), but I threw them in because I liked to look cool :P (admission to being a poser! haha).