All I have on it is the cold air intake, otherwise stock. I think 19 mpg is pretty good for a vehicle that weighs almost 4 tons.
Of course, that 19 mpg is on the highway. Around town, in the summer, I get about 17. In the winter, maybe 14-15. Diesels don't like cold, and even with the radiator covered in winter, the engine only gets up to about 185 degrees. It makes the most power and gets the best mileage at around 200-205 degrees.
I use a fuel additive called Power Service, which prevents gelling and raises the cetane level. It feels more powerful and gets maybe another mile per gallon when I use it.