[mtv not bullets]

I'm was looking at picking up some heads, roller rockers and an intake and all at once give my car a nice upgrade in power. However, this is my daily driver and I frequently have to drive pretty far. My concern is how badly different upgrades are going to hurt my fuel economy. I realize some mods are gas guzzlers (e.g. steep rear end) but a friend of mine suggested intake stuff may actually leave fuel economy almost stock. I'm open to other ideas of course as well. So my question is what performance upgrades can I do that leave fuel mileage alone - or, better yet - increase it?