I have an N/A manual trans for sale for $200+shipping if you're interested. Also have a couple Gtypes but you'll need to switch axles, flywheel, clutch, clutch pedal, clutch cable to run them. But with the Gtype, you can swap the 5th gear out for a taller gear.
For an MPG monster you don't necessarily want cold air, warm air is less dense & doesn't require as much fuel. A mass air intake in the engine bay will work fine for that. (simple - cone air filter on the VAF)
The airbox & VAF aren't scary at all - simply remove, unbolt the VAF, add adapter for cone filter or piping, and make a support bracket. I make a high-flow adapter, if you're interested.
For exhaust, keep it on the smaller side - no more than 2". A Thrush turbo muffler will work good, it'll keep it quiet. Delete the cat if you can. Could go with a tubular header, too.
Catch can won't do much for performance for you, it'll just keep oil from the intake.