There is a lot that can go into tuning for mileage. I am not even halfway there to a good mileage tune. Even trans settings play into it.
But first things first. Get acquainted to the scanner. You need to know how to scan the car, do writes, make changes, etc. Read the .bin on your PCM and make changes like fan settings and whatnot figure out how everything works. And do some scans. Get everything setup the way you want it.
Now you can start working on your tune once you are comfortable with how everything works. First you want to tune the VE table. This is the heart of your tune. The more time you spend tweaking this, and the tighter it gets, the better tune you will have and thus the better mileage you can obtain. I won't go into how to do these tunes as there are writeup elsewhere better than I can provide.
Once you have a good VE tune, you can tune your MAF table. From my experience, I spend about 10x the amount of time working on my VE than I do my MAF. It seems the better I get my VE table, the easier it is to tune the MAF, so don't get discouraged.
With the VE and MAF tables tuned, most people will go onto WOT fueling. I don't worry so much about that as I don't often go WOT when using a mileage tune. I will scan it and make sure I don't have any KR when going WOT. If I do, I will make some quick overall changes to account for it. But spend most of the time concentrating on the rest of my tune.
Next I start working on my timing. I use Eddie's Tuner Thingy program for this. I do many, many scans, and tweak my timing as best as I can to get the most timing possible without knock. But I won't go over 45° at cruise. Right now I am running 89 octane and once I get some other things straight, I will be dropping to run 87 octane. Sure, WOT sucks ass, but its a mileage tune, right?
That is a general overview of what you are going to do. But there are other changes that I also make. I play with my shift points dropping them down a little at light throttles. Also, allow the TCC to lockup earlier at light throttle, but unlock earlier at heavy throttle. Reason for this is that you use more gas by letting the car "lug" than you do making it unlock and downshift. I also set the supercharger to not come in till 30% throttle. Leave PE stock, or somewhere in there. Change my cold start fueling because that seems to be a really rich area.
I am sitting at work right now, so it is hard to remember all the little things I play around with. But the more you play, the better you will understand what things do. Just make small changes, one at a time, so you can learn how everything works. For me, I drive an hour each way to work. So that is a perfect time to scan and make changes. If you have to drive a lot that you wouldn't normally do to get scans, you are probably going to waste more gas than you are going to save.