I believe T/H impacts mileage, but by less than 1mpg. I use it anytime I have the 5er (14k lbs) hooked up...or about 30minutes after filling with diesel since I forget to reengage T/H about a third of the time :) I don't bother with it if I'm just pulling a utility trailer with 2000lbs.
I still haven't become consistent with the exhaust brake though, generally I use it in hills or if I'm somewhere I'd like the extra help with braking but don't have it on most of the Tim when towing.