I'd look for a used
TDI. Diesel torque + turbocharged + Mountains =
And if that's not enough, chip or injector nozzle upgrades are cheap.
Seriously though, if you have to do a lot of mountain driving, want decent mileage and decent power, I'd really look for something with forced induction. IIRC, you lose 13% of your oxygen at an altitude of 5,000ft, thus a significant power reduction. With a turbocharger, you have near-sea level performance at altitude. I
think turbocharged cars also have a broader torque curve, which means less downshifting and less high-rpm gas guzzling when climbing a grade. Unfortunately, I don't know of any turbocharged cars that get good mileage(except for the VW TDI). A friend of mine lives at about 7,000ft, has a turbocharged Saab 9-3, I think he said he averages about 35mpg. Not bad, but not great either. I've only been in it once, but it seemed to perform just fine.
A naturally aspirated 4cyl for mountain driving just sounds like a dead-end. It's my understanding that exhaust/intake mods are usually aimed for high rpm improvements, and will result in reduction in power at lower rpm. IF that is the case, then they won't help unless you're screaming up the mountain in that upper rpm range.
Is your car an auto or manual? If it's an auto, taking it out of overdrive before you start the climb can make a big difference. If it's a manual, then maybe downshifting is necessary. You probably already know that, but some people don't so I thought it was worth mentioning. Being in the right gear at the right time can make a huge difference.
ETA: Weight makes a big difference. Do you have a bunch of crap in the car that you can get rid of?