The EPA has offered a low cost testing program to fuel saving device manufacturers for several years now. So far, the few devices that have been submitted for testing have shown no mileage improvements. The first one that actually works will likely make someone an overnight multimillionaire, when the auto manufacturers line up at the door waving money. Consider that auto manufacturers spend millions trying to achieve mileage improvements measured in tenths of a mile per gallon in order to avoid massive CAFE limit fines. If someone really had a viable mileage improvement invention, they would not be schlepping it in single unit sales, they'd be having it EPA tested and reaping huge rewards.
Nearly all of these so called mileage improvement products recommend having a complete tune-up done on your vehicle before installing it. Add that to the natural tendency to modify our driving habits a bit when looking for mileage improvements from a purchased product, and some improvement is pretty much a given. The most effective mileage improvement device is still your right foot.