After a few trials of filling up my tank and recording the miles i get, my average per tank is about 18-20 mpg. I know some might say that this is pretty good for our gs, but is there anything that i can do to help raise it up a notch? Customise air intake? CAt-back exhaust? Some say that these two don't really help much in mpg, but performance. Any advice will be greatly appreciated.

Put more air in your tires.

Intake, new spark plugs, gas WITHOUT alcohol (like the higher blends)... Remember you need 30% more alky then you do gas to run stoich... I found that NOT running 94 gives about a 50-80KM boost on my old volvo. So when I'm doing road trips I usually just fill 91 since I know I'll not be using the high octane as to try to conserve during the long drive which means no real boosting.

More air as Kaiser said, change trans / lsd fluids, check breaks to see if they are dragging.

Put on smaller wheels that arn't so heavy, remove any items form the trunk that you don't need.

Valvoline fuel system cleaner.

I normally run about 35-38psi. Is that not enough or do I have to put more? How much psi do you guys run?

I have my stock 16's on so they're not too bad. I do still have my winter tires on though. Don't know if it's good in the summer or not, but it seems to be running fine and fuel consumption isn't much of a difference.

I'll try the Valvoline fuel system cleaner. Isn't Lucas or Seafoam better? Or perhaps Chevron?

ok i'm avraging about 400-450 ish a tank now but i have been getting on it during that tank.. I can't stay out of boost it's just too damn fun.