For your specific questions, here's what I posted in that thread:
Expensive intake, exhaust, computer, and bolt-on upgrades do not work (unless you are driving like a jerk all the time). Some people (never the ones with good hard data) claim an improvement on these trucks, but the improvement is never enough to pay for itself.
In short: Inflate your tires to maximum, go medium-speed through green lights instead of stopping at red lights, brake less, coast more. Also, if you're willing to go slower on the highway, every mph you slow down will help.
Which rear end gear ratio do you have? Look at the label in your glovebox for RPO codes beginning with G. GT4: 3.73. GT5: 4.10. GU6: 3.42.
A 5 MPG gain on a Yukon would equate to about a 40% increase in economy. No bolt-on device will get you that. As Holy Cow said, keep tires to the sidewall max pressure, drive the speed limit, combine trips, and avoid stop & go traffic.