M.P.G. BANG FOR BUCK?

I just recently purchased my first diesel and can see that others love them as much as I do mine. I am wanting to make purchases that are going to give me the best result in MPG. I have heard that a hyper tech programmer is the best to start, then add K & N, a throttle body spacer, and exhaust. Does any one have any success stories they would like to share? I hear that hyper tech's P.T.M. is the best. Then is it Air Raid or K & N? My main objective is to get better MPG as we are around $3.50 out here in CA. Any help would be much appreciated.