the quicker you get into a higher gear the better unless the vehicle is struggling, but a competent driver would feel this through the vehicle.
Hopkirk,
i would disagree with your findings, up until a few months ago i drove a diesel Peugeot 207, sitting on the M1 at a steady 70mph (after filling up) it showed 600+ miles left in the tank, hit the road works where it went down to 50 and it showed 800+ in the tank, at one point i dropped to a steady 45 that showed 900+ miles in the tank....