You can turn on and off lockup whenever you want, just keep in mind the engine lugging at a low rpm doesnt mean better mileage since the engine is under more load but every car/combo wants something different. There is more room in the tune for mpg increase. As Scotty mentioned above there isnt really anything internal to the trans that is going to help with efficiency. From the factory clearances are set pretty loose on all clutch packs which will help prevent centrifugal drag but other than the input/forward clutch its not going to make much difference going down the highway in 4th gear. GM added what is called "Turbulator" holes to the Low/Reverse and Reverse Input clutch pack steel plates in the 4L60E transmission to help reduce drag as it allows oil to stay in the clutch pack better and has been said to give minor gains in economy and quarter mile times. For the 4T65E however there really isnt anywhere to gain anything. Synthetic fluid may gain you a small amount but without lots of back to back mileage tests in the same exact conditions such as wind, temp, humidity, it is hard to say its wortheness and many people that switch to synthetic in an aging trans find it causes more problems than good. Dex 6 may help out a very minor amount, it surely isnt going to hurt any as far as mileage goes.
