Unfortunately, the gas engines in these cars aren't very fuel efficient. For good fuel economy from the factory, you'd have to get a TDI.
But since your fuel economy is fairly low, marginal utility will be your friend. For example, if you can get 5 more mpg from your car, the money you save will be greater than, for example, taking a 40 mpg car to 45 mpg. Since it's burning so much gas, every mpg you can squeeze out of it will make a difference.
That said, you might want to do a cost-to-benefit analysis of a more fuel efficient car vs this one. Figure out how much money you'll spend on gas in a year. Then compare it to how much you'll spend if the car had 40mpg or something like that. You might find that a 40mpg car will pay itself off in fuel savings after a few years.
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