95 chevy silverado poor gas mpg and power loss

1995 chevy silverado had power loss and poor gas mileage. I changed the fuel filter, spark plugs, and plug wires. I regained some horsepower but now runs rough at 1000 to 1500 rpm, runs ok at higher rpms still not sure about the gas mileage. I am not sure if I should change the Icm,or mess with the egr valve.