Not only would underwing pylons reduce the stealth characteristics of their planes, the increased aerodynamic drag likely would result in higher fuel consumption!

At least Conformal Fuel Tanks (CFTs) are intended to increase flight endurance with minimal drag.
Lockheed-Martin Conformal Fuel Tank Project F-16:
For more info on F/A-22 Raptor Weapons, check out:
http://www.globalsecurity.org/milita...22-weapons.htm
F/A-22 Raptor Weapons Layout Diagram from the above site: