Yes you should be getting better mileage.I do have 33's and it is the 2.5 but should I be getting better? No highway driving, its just around town.
My current gear ratio is 3.73. So if 33 X 3.73 / 29 = 4.25 Should get the gear that is closest to 4.25 also do I need to do the font and the back? I ordered my 02 sensor on Amazon yesterday, thanks for that.
The 3 spd auto changes things, and not in a good way. 4.10 would help some, 4.56 is too deep. 4.30 would be great, if they were available.
Definitely run through the recommended fixes first and see if they help; full tune up, o2 sensor/s, correct speedo gear.