I poked around a bit; as I understand it's very easy for the average driver to get 40mpg, but beyond that you need to use driving techniques, much how some members on here take "35mpg" Civics and end up with 70mpg tanks.
Fuelly:
http://www.fuelly.com/car/honda/cr-z
I think the main drawback is the silly gearing. A re-geared CR-Z could far more easily put down some great numbers, but as-is pulse and glide is nearly required for highway driving.