What can you do to your 4.0 liter engine to get better gas mileage?

Proper preventative maintenance.. ensuring the spark plugs are changed when they get fouled, ensuring the timing is correct, ensuring the distributor and rotor is serviceable, changing your fluids at the proper intervals, etc. Using mid grade fuel instead of regular grade can help, as well (here in CO, regular is 85 octane, and it is crap). However, you won't benefit from using premium grade unless the engine is modified to accommodate it.

A new ignition coil, such as an MSD coil or a Jacobs ignition, can also help (although the latter requires special spark plugs).

Ensure your tires are properly inflated.

A lot of people will tell you that a cold air intake and exhaust headers will help - this is only partially true. If you do these modifications, but leave the stock fuel injectors in, the fuel/air mixture will be too lean, and won't improve your efficiency. Gasoline requires a very specific fuel/air mixture for ideal combustion.