Welcome to ecomodder. In answer to the last question of your post, newer cars have safety requirements that add weight, and emissions requirements that also lower efficiency. In addition, people seem to every year demand a bigger car with a bigger engine, and auto makers give them what they want, until very recently that is.
As for your current car, have you read the 100+ hypermiling tips. The easiest biggest change you can make to your car is how you drive it.
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