I'm not sure how efficient that thing is to begin with, seeing as it isn't that new anymore.
Jeeps are infamous for gas milage as it is.
I'm a big fan of after market air intakes. They help the engine RUN more efficiently (volumetric efficiency), but don't necessarily get you better GAS milage.
Think of it this way: Go run around the block.
Now go run around the block with a ski mask on. Obviously, to run at the same pace, you're going to have work HARDER to run with the mask covering your face.
i.e. You're going the same speed, travelling the same distance in the same time but you're working harder to do it because you can't breathe efficiently.
More air does mean more fuel, but the more efficient your engine runs, the more efficiently it will consume fuel over the long-haul.
Plus cold-air intakes sound wicked.