So what's the verdict? If I plumb some 3/8" copper tubing from the exhaust pipe to the intake manifold, will I see better mileage?

Probably not since the engineers who set-up your engine already figured the maximum amount of heated exhaust that could be added w/o raising the cylinder temp too much, i.e. egr is probably already optimized for fuel economy, unless you don't have it. You could try it, but make sure to keep an eye on the engine and have a cut-off you can use in the car, detonation is never good for an engine. A nice project would be to take a solid old iron block/head engine, retrofit it for SAFI/EGR, and run methanol. Maybe even a turbo if you're so inclined.

omgwtfbyobbq: are you sure you don't have things backward, re: cylinder temps with EGR present? (And related issues of detonation/octane)

The little reading I've done on EGR says that it lowers combustion temperatures (thus reducing formation of oxides of nitrogen). That would allow you to run both fuel with lower octane and more spark advance than without.

Also, I have my doubts that EGR is fully used for FE savings, since as you approach the maximum amount of EG you can have in the cylinder before you cause a "missing" condition, driveability suffers (appearing as hesitation on acceleration). I believe engineers always err on the side of drivability over efficiency.

A relatively simple & crude way to test this would be to get one of those long exhaust hoses the mechanics use, and set it up to feed exhaust into the intake while driving and monitoring the ScanGauge.

This is an artifact of testing methods, not an actual difference.
See Octane rating - Measurement methods.

Where are you going to pick this up from?

Um.. Not actually planning any test.

But, pick up what?

Sorry, I was wondering where you would pick the exhaust gas up from to take to the intake.

Crap Again
 

Crap again. I was always convinced that the actual anti-knock was higher there, where it's apparently the same -- the whole RON and MON deal. I looked it up in two other spots, so I stand corrected, again. You hear something so many times without the actual data, you become easily convinced. Thanks for the correction :)

One point -- Xylene was not mentioned. Of all of the additives, it seems to have the least "side effects" on the fuel system (if you add lubrication -- such as "Marvel Mystery Oil").

RH77
"making a note to have citations for future posts"

Simplest (for testing) would be the exhaust tip at the back of the car, and a long *** hose back to the front :)

If it worked, then you could look at splicing into a pipe in/near the engine compartment, or modding the EGR valve/system itself (though from what I've read, that'll likely cause the ECU to throw codes).