None of these magic fuel mileage devices work as advertised. In fact some cause you to lose fuel economy.
The Tornado type devices apparently seem to work because at low RPMs they restrict the intake charge enough so that the engine makes less power. When the engine makes less power due to restricted airflow, it burns less fuel, and hence "apparent" better fuel economy. Even Bobby Likis, who has a national radio show that talks about car repair, and pitches the Tornado, admits that it "works" by restricting power. You'll end up stepping on the gas harder anyways and use the same amount of fuel.
I find it kind of funny the website above says that you can take it to your mechanic to have them install it for you if you do not feel comfortable with doing it yourself. I think if your mechanic is "comfortable" with installing one of these money traps, you should find a new mechanic.
Don't believe the infomercials.
The best way to maximize fuel economy is to keep up with vehicle maintenance and limit the amount of short trips you take (short trips mean the engine operates in open loop more, and kills your fuel economy).