If you watch the energy flow screen, you want to see NO arrows anywhere for a glide. This point is with very slight pressure on the gas pedal - just above completely off. You can then pop into neutral, or hold your foot just so to maintain the glide. If you just hit it into neutral without the no-arrows first, the engine will continue to idle. You need a scangauge to see this. The built-in display looks like it's off, but it's still running.
That detail cost me probably 2 mpg at the WFEC last month.
There's a TON of information about driving the Prius over at Cleanmpg, more than I could ever mention here. I'd suggest going and looking there.