This week the Vancouver Sun republished a report from Edmunds that tested some of the received wisdom about how to get better fuel economy from your car. In real-world tests, Edmunds found that even some of their own previous advice was wrong.
So, to get better mileage out fo your existing vehicle, you should avoid driving aggressively, stick to the speed limit, use cruise control, feel free to use air conditioning (really—especially on the highway, since open windows actually offset any fuel savings by increasing drag), be aware of but not obsessed with tire pressure, and avoid idling (i.e. if you're stopped for more than a minute, shut off the engine).
If you're looking for a vehicle with excellent fuel economy to start with, here are some options that might not have been in the list of usual suspects like the Toyota Yaris/Echo or Mercedes Smart Car.