Cheap way to get extra power and fuel economy is to wrap our exhaust manifold/headers & downpipe with heat resistant exhaust wrap.
When exhaust gases are pushed out of your cylinders to your exhaust manifold, the air surrounding the manifold begin to cool the gases. This cooling process reduces the velocity of the escaping gases and the engine must 'work' to push the gases through your exhaust system.
Wrapping the exhaust headers with exhaust wrap maintains hotter exhaust gases that exit the system faster through decreased density. Increased exhaust scavenging is produced, along with lower underhood and intake temperatures. Also those with a cat or high-flow, it can operate more efficiently since hotter gases would elevate burning of pollutants.
Ako has mentioned before wrapping your entire intake with the wraps and I completely agree.
Here is that VR4 with the wraps: