My 02 TJ came stock with the Dana 44 rear and 30" tires on 15x7 canyons and 3sp auto trasmission.  In atock form, I was getting the usual 15 mpg.  My first mod was a no-name washable cone style air intake and saw my mpg go up to 17.  
The second round of mods included a 2" lift and 32" BFG's on 15x8 steel rock crawler rims.  I know that is alot of rolling mass to add.  My mpg went down to 14 with no factoring for what the larger tires might be doing to my speedometer and odometer.  
The third round of mods included an "upgrade" to the the Airaid cool air dam intake system, Poweraid throttle body spacer and a new catback system with a Flowmaster series 44 muffler (way louder than I expected).  I was really hoping for some noticeable power increase and especially for some better gas mileage but on my first tank, I'm showing 13mpg!  What could be happening?  At highway speeds I'm running a good 200 rpm more than I did before the Airaid and catback.  Throttle response also seems worse than before and the trasmission shift points seem a little off.  Is it possible the ECU is not adjusting to the mods?  I left the battery disconnected for several hours just in case that could have something to do with it.  

get rid of the spacer unless you have a perf chip and exhaust header. JP or 4w&sport utilliy,can't remember, have dyno tested the use of high flow t-bodies and spacers, bottom line is you need the whole package to make them function as expected, the tranny shifting/ sloppy shifting can be associated with the large tires, you took the 3:73 and turned them into 3:08's (I diddn't do the math, it's just an example) the higher rpm is almost impossible unless the tranny/or tourque convertor is slipping, it may seem higher because of the drone from the flowmasters, check your fluid level as described on the stick, hot and running.  

sounds like your lock up torque converter isnt workin, you are pushing on the gas harded, then before to keep up, and your computer thinks your still tryin to accelerate, get ride of the spacer, it will help out.  

Ok, I pulled the TBS this morning and it seemed to help.  I also discovered that I am a total moron.  I check the air in my tires which did not look low at all.  They averaged 22psi so that probably explains my gas mileage problem at least to some degree.  I'm on a full tank so it will be a week or so before I know anything.  On the highway I ran maybe 100 rpm less than I was doing yesterday.  Thanks to all for the advice.  

Still looking for suggestions.  It has been 100 miles since I pulled the TBS and from where my gas guage is, I can tell the mileage is going to be better, at least closer to what it was stock.
I'm still thinking something is not right however.  Going 30-40 or so, say while approaching a freeway on-ramp, if I step on the gas hard, to the floor, the tranny does not want to downshift.  The engine just lugs through and I get up to speed eventually.  This was not the case before the flowmaster.  Every now and then the engine seems to perk up and I get this power explosion.  Something has to be screwy with the computer but this is way beyond my capability.  Any suggestions before I go to the mechanic would be welcome.  I'm hoping to wheel at General Sam's offroad park (north of Huntsville, TX) this weekend and really want to get this thing running right first.  

grab the t-handle and manually put it in 2nd, you could have thottle position sensor taking crap on you, the computer may simply be telling the tranny at that speed that it doesn't need to shift. I'll be in houston next week. incorrect spedo calibration may be a culpriy also, your spedo must be at least 5 mph slow  

I'll play around with 2nd as you suggest.  I also just got the correct 32 tooth speedo gear tonight and hope to install it tomorrow right after work.  

I always manually shift my rubi because I don't like waiting for it make up its mind, also turn the OD off unless i'm doing over 55mph on the hwy.  

Just in case anyone is interested, I think I have this thing worked out.  Installed the speedo gear on Friday night and headed out to Huntsville Sat morning.  After 160 miles, mostly highway but there was some wheeling snuck in, I filled up and calculated 15.5mpg.  That was with my wife, daughter, luggage, golf clubs, cooler, high lift and oh yeah, my brand new Olympic sport rack.  I'm anxious to see what mileage I'll get with everything unloaded on my normal commute this week.  My goal all along was to get back to 15mpg that I was getting stock.  Mayby I can make 16!
The power and shifting seem to be all right.  I'm thinking that by doing the mods in stages, I was forgetting what the stock performance was really like.  A buddy who drives a stock 01 XJ rode in my TJ and said if felt really powerful.  The rumble from that flowmaster does take getting used to.