I actually tried alcohol free gasoline last tank, before discovering the thermostat problem. I paid $0.30 more per gallon and mpg stayed pegged at 30. That's perfectly consistent with running in open loop at all times, which is what a bad thermostat could do.
I also changed transmission fluid a week ago, just because I figured it probably needed to be done. Don't know how old the old fluid was, but it was still so clean, it almost hurt to throw it out. I doubt it was causing any problems.
The whole car is bone stock, no mods whatsoever.
The new thermostat has actually made a noticeable difference in how it drives. It seems smoother, and my heater definitely works better!
I have a sneaking suspicion I've solved it this time. We'll see on my next refill.