If it was significant horsepower, you'd feel it without question. The fact that you're thinking a PSE would make any difference also indicates that you're the type of guy that would be easy to sell parts to.
Skepticism will keep your pocket fat, especially in the aftermarket parts arena where everyone and their brother is selling snake oil.
And, the thing I always ask is, "if all it took was this one little part to give me "X" amount of improvement, why wasn't it done this way at the factory?"
If this thing is really generating better fuel economy, what negative effect is it having that was tuned out at the factory? Everything's a compromise.
To get better fuel economy, you could be running leaner at idle or low throttle. Great, except for the increased emissions. As long as you're not hugging trees or give a crap about children, that's fine.