If you're talking about the normal ones [non induction] then it's just an air filter. If you have a classic car that you are likely to hold on to for years then it's worth it as all you do is clean it every year. On modern cars that you normally get rid of every few years it's not really worth it considering filters are between £5-8 from most motor factors.
An induction kit may increase bhp but doesn't necessarily improve fuel consumption. You can get your engine remapped to increase fuel consumption but then your performance will/may reduce.
Looking at Parkers they are saying about 32mpg so don't think what you're getting is too bad. As said above a good service does wonders for your car.
Doyou do oil changes befre te recommended service intervals? In my old 306 I used to service it every 4k [oil, oil filter] with a main service every 8k[all filters and oil]. Was getting much better fuel consumption from that than my mates were getting from theirs.
As said above your best bet is