@ Hyperordie, those bolt ons will provide you with a slight to moderate increase in performance but will do very little for your gas mileage as a matter of fact in most cases it will make it worse.
I had done basically the same thing to my 5.9 ZJ and my gas mileage went from ~18mpg to ~15mpg... I wasn't worried about it though as the whole idea was not better gas mileage but better performance. Stock w/supercharger was 345HP and 485lbs torque, after the intake, exhaust and chip it went up to 395hp and 525lbs torque.
Theoretically you were not lied to because the intake and exhaust combo could yield a mileage increase abate a very slight one, but since you also added the chip which is probably programmed for performance then any gain you may have gotten is completely cancelled out and in your case made worse by the chip. If you purchased the programmable chip then there is a way for you to program it for better fuel economy but your performance will suffer.