Copper is simply more conductive and will give the most reliable spark. The downside is it wears much faster than iridium or platinum. The copper is most advantageous when running smaller pulleys which create more boost and more turbulence in the cylinder. The spark is less likely to be blown out. If you are using stock pulley it is perfectly fine to run stock plugs. You can certainly use copper plugs just be prepared to change them every 15k miles or so.
Once you have done plugs, wires, fluid changes, etc there is not a whole lot more you can do to get better mileage. The air filter should help. Make sure your car is aligned and keep tires at proper pressure. Some even over inflate them a couple psi to get better mileage. Make sure your brake calipers are in good shape and pads aren't dragging. Bad wheel bearings can hurt mpg.
But after all that the #1 mod for better mpg is the right foot mod. Stay out of the gas, keep rpms down and drive like a grandma. Or just enjoy your car and accept the fact that you aren't driving a Prius