Here are a few tips...
I got the Hella Triple Trumpet Horns from susquehana motorsports. Great horns, have had them 3 years now w/o problems. I wired them in parrallel to the stockers so they work great. Pics at my site http://isuzu-suvs.com I can give you some tips ont he install too.
As for MPG:
Adding a K&N reduced my milege but gave me more kick. Same would hold true for a dual exhaust/larger muffler system. Basically it will let air flow more freely but IMHO will decrease MPG rather than Increase it.