Apologies if this was covered in pages 2-4 but I wanted to jump in with a little experience from my build and other off road vehicles I have wheeled or built.
More than the mileage, I like to keep weight down to improve off-road performance. More weight means more work for your suspension, more work for your breaks, less control in off-camber situations, and for most expo-style builds, more pucker factor on side-hill trail sections. Weight also helps you to break axles, cv's, tie rods, etc.
Specific to the 5th gen, the only thought I really had was around aluminum armor. As big as the body is, unless you are doing actual body damage (fenders, quarter panels, etc) on most of your trail runs, I think most people would be fine with aluminum vs steel skid plates. Now, if you are really getting it and have reshaped your fenders via the rock and roll method (banged into rocks and at least one partial roll) then by all means, grab some steel skid plates

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Most of the other things I can think of are non-vehicle specific. Removing unused seats and roof racks, gong to a lighter wheel and tire combo if you don't need beadlocks and 37's, a competition winch (50 ft of cable) and an extension, and of course, packing like you were going to hike as opposed to stowing your patio kitchen, half of your tools, and your spare closet worth of clothes on top of your rig.
You could do 4130 control arms vs. DOM, you could compare the weights of different manufacturers shocks and select something light, you could go to two piece brake rotors etc. If your rig is going to weight over 6,000 pounds though, I would focus on quality rotors vs light weight, I would go with a 2.5 inch diameter shock to have extra fluid to control that big floppy rig if you do any runs at speed, and I would go with a tire that has a good sidewall as opposed to the lightest c-rated AT that I could find.
Finally, echoing comments from others, if you want to improve mpg's, I would focus on aerodynamics first, then I would look at weight. I don't have data for a gaggle of different 4Runners but compare the Chevrolet Colorado Z71 to the ZR2. With a moderate lift, a nominal change in tire size and track width, and a less aerodynamic front bumper you go from 24 MPG to 18 MPG (both 4wd, 3.6L V6, 8 speed auto).