We're well aware that the majority of gas-saving gadgets are a bunch of worthless gimmicks, but one particular piece of hardware can help you save gas, and it does so by making you aware. The ScanGauge II connects directly to the On Board Diagnostics System (OBDII) port, which exists on nearly all post-1996 vehicles. It has an LCD readout that can notify you of stored trouble codes, but probably the most important feature in today's day and age is the instantaneous fuel economy readout.
The ScanGauge II can display up to four engine/vehicle parameters at one time in "gauge mode," but those four are selectable from dozens of options. For example, you can watch the real-time output voltage of your MAP sensor and throttle position sensor should you be so inclined. For the economy-conscious, the engine load readout is key: It allows you to view the actual load being placed on your engine independent of RPM and throttle position.
The ScanGauge II is available for $180 and can help provide better fuel economy through constant feedback. In addition to ScanGauge II, check out similar devices like the CAMP2 from HKS. [ScanGauge II via PopMech]