Welcome BurgMeister to BUSA!
I'm glad you decided to pay us a visit & stick around!
I must say I love your avatar, you're the only other person I've encountered that uses Frank Frazetta's Death Dealer as an alter ego. That particular piece is 2nd only to the one I use as my favorite Frazetta piece, at least those done of the Death Dealer in particular. Have you read the books he wrote based on those pieces? (I do know that these pieces had a life before Molly Hatchet!
In answer to your questions, as far as mileage goes, you'll find that your riding style will have more to do with that than anything else. Some folks riding 650's get over 50-55 mpg consistantly (this is more & more likely as the engine breaks in) & the use of synthetic oil seems to help as well. Others never seem to do better than mid 40's to maybe 50, despite thier best efforts.
I would strongly suggest waiting until around 4k miles before switching though, as this gives the rings & seals time to set & swell to thier normal operating proportions. Using synthetics before then usually doesn't do any harm, but being thinner, it can migrate past the rings & seals causing oil use issues. In my experience it's better to wait a bit, then make the change.
Some will argue otherwise, & some will argue that synthetics are no good at all. This has been an ongoing debate for years & I can't & won't argue about it, I go with what I know works. This works.
As far as performance mods, there are aftermarket exhaust systems available that make claims of moderate performance increases, using higher octane fuel has been noted to increase performance some, too (this is another area of controversey that I won't get into).
There is one report of an outfit in Japan that fits a turbo to the engine that makes better than 90 HP at the rear wheel. This is without doubt putting the AN650 into territory most often populated by sport bikes. I'm almost certain that this involves reprogramming the fuel mapping, the timing, & the transmission tables to achieve those performance levels w/o doing any permanant harm to the engine or tranny.
Otherwise performance enhacements are going to be pretty thin as the limiting factor would the tranny's ability to handle any more torque or HP as the SECVT has to be tuned to the engine output to work efficiently. I have some experience with forced induction applications & have been toying with the idea of fitting a turbo in similar fashion.
Generally the best possible performance enhancement will be rider training & technique improvement to use what's already there (which believe it or not, is quite a bit already!).
I hope this has shed some light on your questions, & would again like to welcome you to BUSA!