I have owned my 2000 Jimmy for 3 years and it has always allowed me to drive about 15miles or so after my gas light comes on. This week, I have ran out of gas twice. Once the gas light comes on it dies after about 1-2 miles. I replaced the fuel filter about 1 year ago and the fuel sending unit is onliy about 3 years old. It lacks power also. Feels like it can just never get enough gas, and I was thinking maybe my transmission is slipping but maybe it has to do with fuel? Any thoughts? Maybe fuel pump?
You may be weak on fuel pressure . Double check cold start cranking fuel pressure. If under 63-62 lbs you have problems, run the full fuel pressure test and post back pressures.
Here is the guide lines on testing.
Check cold start fuel pressure.
Check engine running fuel pressure.
Check engine running on the road fuel pressure.
Then shut it off and watch for fast leak down.
Pinch off at rubber part or block off return line and check full pressure.
Later V6 and V8 gm engines should have 60-66 fuel pressure.
Cold start should be 64-65 lbs of pressure.
If you do not have full fuel pressure on a cold start the injectors will not squirt fuel.
Engine running should be 60-66 lbs pressure depending on engine load.
Full pressure with return pinched off should be 75-85 or more, and if it has a fast leak down after shut off you have a leak. Post back fuel pressure readings.
The 75-85 is only a check on the capable full pressure of fuel pump. If you can not find the rubber return line check full pressure by plugging return line or just or the true full pressure can be taken direct at the end fuel filter. What are the pressure readings that you have done. What are your cold start pressure readings? Post back what you have.
The other thing to also address the check the ground to your fuel pump sending unit, it's common to the ground wire that attached to the frame to corrode and end up having a bad ground. As you mentioned also that you have replaced the sending unit about 3 years ago, was the wire harness replaced from the sending unit from the gas tank to the frame??? They are common to go bad shortly after due to corrosion and wire breaks causing electrical issues to the fuel sending unit. There about $15.00 at most auto parts store or the dealer and at worst you may have to replace that, start with checking your fuel pressure and ground wire and then the harness.
Note also that running your gas tank empty most of the time will cause your fuel pump to running hotter, since it's the fuel that moderates the temperature of your electric pump and having your tank run out of gas could have over heated your pump and now can not meet the fuel pressure need to keep your engine running 100%.

Good luck and keep me posted.