31mpg city driving with DX engine, CX chassis/tranny, 13" steelies, CAI, Exhaust, AC always running. I fill up 9 gallons and go about 280 miles. I wind my car to the red line at least once every time I drive it. That's only because I have to. I just flipped a thousand miles on this engine. So I'd say what you're getting ain't bad.
When you upgrade your intake and exhaust, improving fuel economy is a myth. If more air is flowing, more fuel is burning. But since our cars don't have MAF sensors... It's more likely to make no difference at all.