You should always select the highest gear appropriate to the speed you're driving at. Gear ratios vary across models but you can use 5th gear in most cars well below motorway speeds. (My old diesel CItroen BX would run happily in 5th gear at 35mph. Most cars can use 5th gear at 50mph or lower).
I tend to change down when either the revs go down or the engine starts to labour. As someone who once did a lot of miles I did not find using 4th gear on 'A' roads affected my mpg too much. I just wondered if any official tests had been done?