nice car - my brother has one just like it. We swapped a JDM F22B in there, but not for FE.
Getting a 5-speed may be your best hope for increasing FE, unless you want to try really shaving some weight and fabbing a D15 in there somehow...it'd be tough (and unrealistic when you can get both of those easy by buying a civic) but interesting.
Other options(that can be found on cb7tuner.com) are buying an H22 or H23(they are the same) throttle body and intake manifold. This will increase the airflow. This has been proven to increase fuel efficiency for these cars. If you want to really get freaky, get super conservative cam.
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