None that will save more money than they cost, with the possible
exception of a large, exceptionally ugly homemade spoiler under the
front bumper that almost touches the ground (and would need to be made
of rubber to prevent damage from bumps).  But if you need new tires,
look into ones with the least rolling resistance, as Consumer Reports
(11/04 for SUV tires) found they could  improve fuel economy 2 MPG @ 65
MPG compared to tires with the most resistance.  Avoid trick filters,
plugs, plug wires, or gadgets, as they do nothing or even worsen
economy.

Standard stuff will be mentioned here, but I'll add:

When you get tires, put on the *narrowest* ones you will feel *safe* in
using.
Narrower tires will give better mileage because thay have a smaller
contact patch, and you need to inflate them to a higher pressure.
Handling issues may result. Not likely, but maybe.

Find the engines *sweet-spot* for best mileage- what cruising speed in
top gear that will give you the best mileage. If you do highway
driving, this may indeed be at a higher speed than you may anticipate
(depends on how its geared).

Run the engine in the highest gear you can without lugging the engine.
I don't run mine below 1500 rpm unless the load is very small.

If it has cruise control, use it whenever possible.
Some cruise-control usage examples:
When going from a 35 zone to a 45 zone, use the accelerate button to
speed up.
When going from a 45 zone to a 35 zone, use the decel button, but don't
just hold it- tap it lightly so you coast down more slowly.

If it doesn't have cruise control, add it.

I'm not driving to max out my mileage, but with a 10-mile suburban/35
mile highway commute I'm getting about 20mpg when I keep it down to 70
mph on the highway.
The newer 4.0 probably will not get a lot better mileage (from what I
hear over at
www.therangerstation.com. (they handle exploders, I mean explorers over
there too).

Dave

I hate to sound snide about this, but... if you care about mileage, why
did you buy an Explorer?
--scott

Assuming the car is tuned up and running properly, the biggest
improvement to milage you will get will be to watch your driving
habits.  Drive at a reasonable speed, hold speed constant as much as
possible, use engine braking whereever possible, shift to keep rpms
down, etc. Next on the list is keep the tires inflated on the high side
and to check the pressue regularly.

There are no magic bullets to improve gas milage.  Special air filters,
spiffy induction systems, gas additives, etc., are nothing more than
the modern day equivalent of snake oil.