I'm surprised a Buick Regal Tour X hasn't been mentioned. Official rating is only 29hwy, but just about every GM I've ever encountered could easily best its official rating.
And unlike some mentioned here, the Tour X is actually fairly large.
I know the Nissan Rogue is actually pretty frugal, too. A rental I had a few years back was showing me 40mpg (instrument panel) after an easy jaunt down a California freeway and back.
That is probably the biggest compact SUV, too.