Put in a Superchips Ford Diesel Flashpaq. Depending on your engine 7.3 or 6.0, it will add up to 100 hp and 160 lbft torque. Economy mode will get you about 2.5 miles to the gallon. After turbo and back exhaust will get you another mile to a mile and a half without raising your exhaust temps.
Call Mike at Troyer Performance and he can help you out. 540-965-7126.
Oh, and my dad swears by K&N air filters. Since he put one in his Ram and in the car, he has seen an increase in his gas mileage. Plus, you'll never have to buy an air filter again!
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I have a 93 F250 with the 7.3 IDI engine, I get up to 21 mpg on the road with it. I use a cetane booster. For information about how to work your rig, I use: http://www.thedieselstop.com/