I'm in the same situation as you--'94 FZJ with stock 31 inch tires planning on going to 33 inches at my next tire change. As a general rule, your mileage goes down as your tire size goes up simply due to the increased mass. This is because most people who go to a larger tire also go to a wider tire. More rubber = more mass. You can mitigate this by going to a thinner tire.
The stock '94 rim is about 22 pounds each. Factor in the tire and you're looking at 40-45 pounds at each corner. You should weigh your current rim/tire combination and then try to get the a similar total weight if you want to preserve your mileage. The slight differences in diameter will likely not have any significant effect on your mileage--there's no need to even re-calibrate the speedo when going to 33s. Stepping up to the next tire size will yield better looks and a mild increase in off-road capability, but will not likely improve your mileage.