I am just buying my 01 X, so I can't tell you what my mileage is. I can tell you that if I was too worried about gas, I wouldn't buy an SUV, lol. But, I'm with you guys, any way to get my dollar to go further at the pump and I'm all for it! I've ordered the K&N cold air intake for it and am trying to find good plugs and fuel filters. I also figure running Slick 50 or something through it regularly and changing the filter to keep the fuel system clean is about as much as I can do.
As for Europe, you're right. I'm living in Italy right now and I've got an Alfa Romeo that gets about 30 MPG. They pay about a Euro per liter here, so they are worse off than us! No wonder they all ride bikes!