I know there might be a couple dyno charts floating around. With both on, the performace gain is...well negligible. That's just my take on it. It's louder, but the butt-ometer isn't registering anything different. MPG seems to be improved a little. Maaaybe 1 mpg. Exhaust and intake, in my opinion, cost a lot for the performance and mpg they'll offer. I did it for sound and looks, that's it.
If you want performance gains, I'd say check out that psc1 spit second timing device made by urd. Pair that up with exhaust and intake and you might have noticeable gains in performace as well as mpg. This device gave the stock 4.0 engine 15 hp I think and considerably more if aftermarket part were put on.
K&N posts their dyno results just from their intake kit on the 4.0. Their gain was 10 hp. I have a hard time believing that.