Well as far a tuner goes, with your mods (Or lack there of) the tuner probably is going to do much for you. I would hold off on that if I were you. At least until you have done more modifications.
UDP's are a good bang for the buck. I have the piggy back style (March) and I noticed a seat of the pants gain. I have also had ZERO problems with them despite what others say.
CAI: I have the K&N FIPK 2 and this is a mod that I would have regret if I had paid full retail for it, I felt ZERO gains. It does look nice under the hood.
TB/Plenum Combo: This is a good mod to consider, certainly didnt make a HUGE diference but I did feel an increase in the upper RPM's/Higher speeds. I have an Accufab 70mm TB, but since your car is an 02 I believe it came from the factory with a 70mm where as mine came stock with a 65mm so if I were you I would run your stock TB and just get a plenum. I went with a Dragon Plenum, I only bought this particular brand because I got a good deal on used, but I would reccomend Accufab.
After market mid-pipe: As far a horsepower per dollar this is probably going to be your best bet. You will have to investigate which style you want to go with H-Pipe, X-Pipe or MAC Prochamber. If you are going to do one power increasing mod this would be your best bet.
LT's: Now we are getting out of "Quick Horsepower" but they will give you significant gains and in my opinion are worth every penny.
Gears: Although technically not a Horsepower mod like Mel96GT they allow you optimize the 4.6 torque curve and they make the car "Feel" significantly faster. I was very slow to become a believer in gears as I never installed them in my previous two mustangs, but now after having them I can imagine have a mustang without them. I went with 3:73's because I do a lot of freeway commuting and they didnt affect my fuel economy what so ever. Most people will say you should go with 4:10's but to me the 3:73's are plenty.
One thing that you didnt mention, but in my opinion should be your first mod is an aftermarket shifter (Assuming that your car is a 5 speed). There are quite a few aftermarket shifters on the market these days, and any of them will be a dramatic improvement over the stocker.
All of the mods I listed are things that I have done to my car, and best I can tell my fuel economy hasnt changed from stock what so ever so long as you keep your foot out of it.
Hope this helps and happy modding!