I don't know that adding a chip and an aftermarket exhaust will gain you much in the MPG department. But that's been discussed here before and I don't want to start another thread on that.
But when you notice the MPG start to drop off, and you will over time, open the riders seat and pull the bottom fuse on the right hand fuse box as you sit on the bike. Leave it out for an hour or so. Put it back in, turn the bike on but don't start the engine and run the throttle from full closed to full open twice, turn the bike off. Then turn the bike on and start the engine and let it idle until the engine smooths out. This is call resetting the Throttle Position Sensor, TPS. The motronic will then relearn your riding habits and you should see your gas mileage go up depending on how hard you ride the bike. This reset is only good for the LTs from 1999 to 2004
The LT loves to be run in the 4000 RPM and up range. Don't be afraid to ride it there. In other words don't lug the bike in the 2000 to 3000 RPM range.
If you're looking for tire mileage then you only have one set of tires to look at and that is the Metzeler ME880s. Make sure that they are properly inflated and that doesn't mean what's in the manual because the pressure listed there is too low. The Hall of Wisdoms 42 for the front and 48 for the rear.
Windshields are a different. I think there are 4 aftermarket suppliers, ZTechnik, CeeBaileys, AeroFlow and Parabellum. The Ztechnik and I believe the AeroFlow only come in one size for the LT, while the CeeBaileys and Parabellum can be customized in height and other features. I don't ever like to ride solo looking through the windscreen, so I run the windshield up enough to take the buffeting off my helpmet but to let me look over the top edge. The only time I have had to ride looking through the windshield is with my wife on the back to take the buffeting off of her helmet.
I know that you have a ton of questions and we're here to answer, but you'll find a lot of your answers in the Hall of Wisdom
or using the site's search feature. If you can't find it there then just ask away.
Welcome to the LT family.