Well seeing as it is a 4.0L 4x4... I would say you have eithe 3.73 or 4.10 gearing. If you have 3.73's leave them on otherwise go to a junk yard or find a ranger with 3.73 gearing and swap them out (you can sell your old axles to offset the cost).
If you want bigger tires go with a larger rim as well as make them alloy, I would say some ranger 16" rims and then get a set of H/T tires (thats highway terrain tires) in size 245/70/16 standard load. Larger tires and the lower gearing in your axles should give you a good 3 - 4 mpg highway I would imagine but your in town mileage will drop...
Ditch all the extra weight you can in the truck, like if you carry around a toolbox (how many time have you actually had to use any of the tools in it?) take it out.
Keep your heater controls off because on the newer vehicles the A/C constantly cycles dropping your gas mileage in town, if you get hot roll the windows down. Windows up and heater on on the highway though.
Wash and wax your truck to increase aerodynamics (trust me it works i see about 1 mpg increase on the highway on average from a dirty to a clean truck)
You can do the exhaust and the intake(drop in filter ONLY, and no larger then 2.5" pipe for the exhaust) just for the cool factor but it won't really help your mpg's (won't hurt them either)
Also The electric fan will suck up alot of power, it may not be physically attached to the engine but its electronically connected to the alternator. ever stand by a car and hear that loud click and then the fans going off? thats e fans and the motor actually goes to higher rev's to supply the power to the fans. A properly working clutch on your mechanical fan with have very little resistance at high speeds and not slow your engine down.
Also not sure what year you have, but if its a 2000 or newer you may gain a couple mpg if you swap out you front cv axles and hubs with those of a 98 - 99 ranger and put manual hubs on it. You would have to get out to lock them in but I notice a 2 -3 mpg difference in town and highway between the hub being locked in and not.
A few mods you might think about would be like:
Underdrive pulleys
LIGHTWEIGHT Tonneau Cover
aluminum skidplates on the underside.
removal of any bug shields (on the hood, or visors)
shorter radio antenna
downgrade your mirrors to flappy mirrors instead of the larger mirrors
also be light on the gas from stoplights, the next one is just going to turn red anyways, whats the rush? Keep it below 65 on the highway if possible.