What's the secret to retaining good gas mileage in a performance application?

[Vector]

Well, I don't have a stang, I've got a truck with the 302. And down the line I'm looking at having heads/cam/intake/exhaust but I was wondering if it's too much to hope for that a good combination can retain decent mileage with 'light driving'. I get about 15-17mpg city 20 highway. Is it too much to hope that I can keep it like that? With more power available and torque won't the engine have an easier time of it anyway?

Also the o2 sensor, will it hurt mileage to use long-tube headers? Thanks!