I agree with the post by JNPHOBE... Air in, air out... I purchased the MBRP turbo back exhaust w/o the cat, and added the ACDelco "High Velocity" air filter. I recently ran across an unbiased lab test that showed this filter outperformed all the after market filters, both in airflow and filtration...
At 65 mph, on fairly level roads, in good weather conditions, I get about 9.5 to 10.0 mpg with no power issues at all (e.g. passing slower traffic, pulling hills, etc.)...
I guess the chip/tuner would provide additional horsepower and torque, and I would consider investing in one if I was consistently traveling in the mountains. However, one thing to keep in mind is the chip/tuner can increase your exhaust gas temperatures to dangerous levels when pulling hard up hills or mountains. Adding the aftermarket exhaust and increased airflow helps with this, but to be sure you don't damage your turbo you would need to also add additional gauges to monitor such things as Exhaust Temp. and Turbo Pressure...
When I went through this evaluation myself it seemed the more you added the more you needed to add resulting in a lot of expense for not much benefit... For me, increasing the air flow in and out, adding airbags for leveling purposes, and leaving everything else stock has worked great...