Ok...first off, dont use Marvel Mystery...It will mysteriously ******** your motor...now 96 was the year it switched to OBDII you should know what OBDII is since ur a Honda Man. Now, Intake System: Volant K&N (Airraid is the same) and velocity stack choke adpater will open ur throttle body up for more air to create a larger vortec for forced air
Exhaust: Flowmaster, Magnaflow etc, always use 2.25 or 2.5 piping it will keep it raspy, american muscle, loud but smooth and always go with thier smallest muffler, it will help the movement of combustion. High Flow cats will also make a HUGE difference!
Next Superchip or a programmer to change the shiftpoints, rev limiter etc.
Pulleys are minimal but do help its better than nothing.
What color ws your fluid before? any metal? how was the old filter and how is it running now? if you change plugs, change wires and cap and rotor.
Sorry man but I have to disagree with alot of this.
#1 an intake system (volant/K&N/etc) is a huge waste of money. get a good filter and be done with it. you won't get much more than just some extra noise with an aftermarket intake. the stock intake ducting will flow more than the engine needs in a stock setup easily.
#2, a TB spacer, or velocity stack is a super waste of money on a port injected engine. on earlier carb and TBI engines they helped out a decent amount, but they do nothing for a 96+ port injected motor.
#3 I do agree with the 2 1/4-2 1/2 inch piping, and if the cats need to be replaced, I'd go with high flow ones. but a smaller muffler will only make things louder. and louder doesn't equal faster. I prefer my exhaust to be on the quiet side personally. just get something of good quality. stainless ones are nice because they last alot longer. you'll hear people complain about various muffler brands, and claim that brand x is better than brand y or whatever. but in the real world in a daily driver situation you won't notice much of a difference between them at all other than a change in sound.
#4 do not get a superchip, hypertech, or any other handheld programmer unless you get it for free or something. the cookie cutter hand held programmers are weak at best. if you want to get something to retune the computer (which you should, its an excellent mod), you need to look into a custom tune from a competent tuner out there. or even better, depending on how good you are with computers and the scientific workings of a fuel injected engine, you could invest in the mods and equipment to do the tuning yourself. it'll cost more to do that, but its by far the best way to do it. it just depends on how much you want to get involved in it.
#5 pulleys are a waste of money. don't even bother with them. sure they slow the turning of a few accessory drives which might free up a tiny bit of drag, but you also may get charging problems at idle from a slower spinning alternator, coolant flow problems at idle from a slower spinning water pump, etc....and the gain you MIGHT get is so minimal its just not worth it IMO.
the main things you'll want to keep up on is your maintenance. change your cap/rotor, plug wires, plugs, fuel filter, oil and filter, older belts and hoses, fluid levels, O2 sensors, etc. and keep it running correctly.
if you're worried about fuel mileage, the biggest factor will be your driving style. try to keep it conservative. but like 454cid mentioned, its a lifted full sized truck, don't expect it to get the mileage of a civic. something around 15mpg give or take a little is a reasonable average.
you mentioned it was lifted...what size tires do you run on it? what size rims? and what gearing does it have?