3500 rpm shifts seem a bit high, even in a four cylinder. I've never shifted that high in normal driving in my 1.6L, 1.7L or 2.2L cars (I have a lot of cars, lol).
Shifting at 2K is probably good, but have you tried shifting even lower than that? I was surprised how low my cars will put up with, shifting the Probe as low as 5th at 30mph. Of course the Honda doesn't have enough low-end to pull this off.
On with general stuff...
It should go without saying that you should avoid snow and slush to improve MPG- if you've ever ridden a bicycle in these conditions you know all too well. Don't spin the wheels if you can help it; some icy spots may require starting out in second gear for less wheelspin.
Grille blocks, engine insulation (be careful) and warm air intakes help keep the engine warm and I'm told block heaters and frost plugs do wonders as well. I can't park inside so I need to run the defroster for five minutes on the way to work- it does increase warm-up time. Keeping frost off the window doesn't make it fog up less, either!
Make sure your tires are pumped up, as the colder air condenses and you get less tire pressure per weight than in the summer.
One thing many of us may not think of is clearing snow off the roof. While it's great for aero testing, it's bad for your drag (CdA)! Don't inadvertently increase your frontal area if you can help it.
That's all I've got for now