And another thing. Or two...

1. Slow down. Try going the speed limit or less.
2. Use cruise. Cruise control can actually be used in moderate traffic provided that you set it slightly slower than most other cars are going.
3. Keep your foot away from the brake pedal. Every time you use your brakes, you are wasting momentum that you bought by burning fuel.
4. If you don't already have one, get the local equivalent of E-z pass so you don't have to stop for tolls.

Of the things Klaus mentions, 36 psi in the tires seems to have made the biggest difference for me. This, together with altered driving habits, has given me about a 10% improvement over EPA estimates.

2003 S60 5-speed manual