Unfortunately, some of the things that improve performance can also lead to reduced fuel economy.
If you want to get better mileage, here's what you can do:
1) Reduce weight in the vehicle
2) Accelerate as slowly as possible
3) drive at a slow top speed, 55mph or less (drag increases exponentially with velocity)
4) buy some narrow, hard tires (check hyper-miler sites for ideas)
5) Increase your tire pressure
6) Drive behind a semi (See Mythbusters*)\
7) put golf-ball like divots in all of your body work (yes it works, see mythbusters)
8) Drive in hot, dry weather
*But they also proved that a flying tire off the back of a trailer can take your head off (literally).
When I first got my car, I wanted to see what the best mileage I could get was. I drove at 55mph behind a semi all the way from Madison to milwaukee on a hot day. I got 38mpg.
These days I'm usually around 29
