It's not really a performance part, just an additive, but I've gotten better gas mileage with Militec...
http://www.militec1.com/
Because my car doesn't do as well on synthetic (HLA tap), I decided to try this with conventional oil. I am unable to tell if I have any HP gains, but the engine runs much smoother and quieter since I put it in. My gas mileage has gone 1-2 mpg whether I'm driving like an a-hole or driving casually.
(And for those of you that own guns... it kicks ass there too)...