If you have the newer fuel injected YJ, fix those exhaust leaks, especially the ones before the O2 sensor. I was getting 15-17MPG, and now I'm getting 17-20MPG. This was on a stock 4.0 with 170,000 miles.
A 5 minute fix is saving me 2 to 3 gallons of gas a week. I knew there was a leak somewhere, so stuck a potato in the exhaust while it was idling to see where the leak was coming from. With the potato in the exhaust it made it obvious where the leak was coming from.