no its not just you my mileage increaced by 4-5 m.p.g once my truck hit 12,000 miles then I started upgradeing it!  

The problem with ALL the new '08 diesels are the DPF or diesel particle filter.  The filters and a fine mesh that collects all of that black smoke.  When the filter starts to get full the truck goes into DPF regen mode which injects raw diesel ahead of the DPF and increases the exhuast temps to ABOVE 1000 degrees.  You are seeing the lower MPG due to the greather restriction of the added filter and the burning of diesel fuel without making power.  They say you can delete the DPF and reprogram the computer but depending on the manufacturer and your dealer, you have a really good chance of voiding warranties.  All this info is found in the articles of this magazine.

2005 Chevy 2500 LLY stock with 50k miles.  See 15-17mpg around town  19-22highway and 10-12 towing a 4-place enclosed snowmobile trailer weighing 10,000 lbs.
Looking to do the intake, exhaust, chip in the very near future.  

No, it's not a matter of "there's a good chance" of voiding the warranty. If they catch it, your warranty is voided, period. If the techs are dumb, or just don't care, you might be able to get away with it. But it seems like the OEMs are cracking down on emissions tampering a lot tighter now.