I would suggest to start measuring your gas mileage and keep a record book. After you have some numbers (a baseline) to compare from, then start to make changes. Change brand of gas for a few fill-ups and see how it compares to the previous numbers. If they aren't that much better, then change the air filter and do the same. Start with the easy stuff and work towards the difficult things to change like the fuel filter.
Note: there are other things that can affect your gas mileage like traffic, A/C, weather, driving style, etc.