For the same money as the intake, you could get lowering springs, which would probably have a bigger impact on gas mileage than anything else listed in this thread. Handling will probably be a bit worse and ride quality may suffer a bit, but a lower ride height is the easiest way to cut aero drag.
As for intakes and exhausts making less power, it does depend on the model of parts you're talking about, but as a blanket statement it's false to say they make less power. Intake header and exhaust with a tune were good for around 20 HP peak on my S2000, with max gain in the 30 HP range. The S2000 already had very good parts from the factory.