I hear you FunJunkie - I experienced the same thing now it runs nearly empty...however I do have a lot of bolted-on weight.
Even loaded for an expedition, I averaged 16.3 MPG on road/off road on the recent trip with VOLHOO to the Grand Canyon. If you keep it at or below 70 MPH on the highway and don't put your foot in the injectors off-road the mileage is not bad at all. I found by referencing my scangauge that driving style has a lot to do with how much fuel you use. My best mileage within the past 6 months was in December on a trip to Dirty Parts from Corona (and back) 19.7 MPG per scangauge. I kept it at or under 60 on freeway driving.
Don't get me long, I like to drive fast too. With fuel prices what they are, it doesn't make sense to me. That's what tunes and books-on-tape are for. Cruise and enjoy.