First off a lot of possibilities for the engine are going to depend on what engine you have. In 02 I'm pretty sure there were 3 engine options, the KA24DE 2.4l inline 4, The VG33E which is a 3.3l V6, and the VG33ER which is the supercharged version of the same engine.
On all of these engines there are a few little things which can add more power and efficiency such as free flowing intake and exhaust and proper tuning. Staying up on maintenance also goes a long way toward keeping an engine running strong and using less gas. Beyond that though, once you start picking up power you're going to start eating more gas to do it.
Hope you have fun with it though and we'll see you around!
Raise TBs (X), paint plastics (X), Replace radiator with one that is bigger and will last (X), install roof lights (X), IAB (X), better tires (X), shackles in rear(X), remove rear sway bar (X), Bilsteins (X)