I would say that you could do a WAI (warm air intake). also you could block off portions of your grill (not really an engine mod). for an extreme situation, you could convert it to 2wd depending on how bad you need the 4wd.
what mods have you done so far? I see that you have improvements after engine mods and driving style.
also if it is 1996 or newer, check out scangauge.com their product is pretty comon around here and well worth the money. it is an MPG meter and does all kinds of other stuff
Be the change you wish to see in the world
Due to cost and difficulty, engine mods and tuning are not used so heavily here. We generally work on our driving technique and easier, cheaper mods like grille blocking and tire pressure.
Have you tried increased tire pressure (not exceeding the tire's maximum rating)?
There is probably a lot of room for improvement in your driving technique if you've only gotten that much out of it. Hang around here and read about what techniques others are using for large improvements.
You can search the garage for other Subaru owners that may have done engine mods.
In addition to the others' comments above, make sure you're not carrying around extra stuff in your car/trunk just because you have room. I used to carry my toolbox around when I didn't care about mpg (gas @ $1/gallon) and actually noticed the difference when I took it out.
Driving behavior is huge. I see lots of positive comments on this forum about Scangauge. I can't use it because my car is too old.
A few of the best FE cars mentioned on this site are the Geo Metro XFi, the Civic VX and the CRX HF. These are difficult, but not impossible, to find in good condition and for less than $3,000. (The newest of these is the VX - last model year was 1995.)
In general, cars that get the best FE are small, light, and have small engines (usually 4 cyl). A car with a manual transmission almost always gets more mpg than an automatic in the same car.