You got good replies, I doubt I could add more. Height, width, tread pattern and your gearing all effect gas mileage. My personal experience with goodyear silent armor tires was great. Good gas mileage and decent offroad traction.
You didn't mention what you were building for, just a nice looking DD or if any real wheelin' was in your plans. The more wheelin' you do the more you will forgive the gas milage. If it is sctrictly a DD try the BFG 33x10.50 All Terrains. Heading out to the hills more? Try the BFG Mud terrains in the same size. The narrower tread helps a bit with the rolling resistance and still has the height to not only look cool but drive over a curb at the mall, (or a stump in the woods) The only reason I recommend the BFGs is that I know they perform and last well AND they are the only brand that comes in that particular size.
Myself, I will be running 33" BFG KM2's on a 16x8 wheel. A large amount of terrain here in VT, you need to dig down and get traction, instead of running 10.5 or higher and "floating" on the terrain. These tires are great in the snow too!
I have 33s on my Jeep and I have a 4.5" lift. For a 3" I would say try a 31" or a 33" tire. Keep in mind the bigger you go the bigger the price and the more your stock gearing gets thrown off. But I have stock gearing with my 33s and I do just fine.
This definitely rates about a 9.0 on my weird-sh*t-o-meter.