IDK what kind of mileage improvements you are looking for, but I would guess you are not gonna see much over 3 or 4 MPG improvement, if even that, if you remove the bumpers and sliders.
My guess would be the biggest MPG killers are....the bigger/heavier tires, the increased wind resistance (with the lift), running it at 3800RPMs (my stock sidekick MPG will drop 2-3MPG, if I run it 3800RPMs), and the extra weight (lift, tires, wheels, bumpers, sliders, etc.).
Also, do you have an auto or 5 speed? An auto will not get the MPG that a manual will (mine's a 5 speed).