I have heard that covering the bed will improve your mileage and have even read adds from tonneau cover manufactures that the cover will pay for itself in a short time. I have never really noticed any savings when I have my canopy on but I have never checked it that closely either.
I always figured with the canopy that any saving due to airflow was off-set by the weight. A tonneau cover would be a different story since they are fairly lightweight.
I have been kicking around the idea of a tonneau cover for our 05' so it will be interesting to see if anyone has any exact data as to mileage gains.
I was surprised about the Myth-busters tailgate test. I had always heard that tailgate down was better but they proved that wrong. At least they used a good brand of truck to do it.