Lots of good replies here! I've picked some good info. Thanks, everybody!
Filling in some requested info:
Transmission is the DSG automatic.
Driving style is quite conservative. I'm pretty easy on the acceleration.
Temps lately have been in the 40s Fahrenheit. It's starting to get colder now.
Daily commute is about 40 minutes. Speeds between 50mph and 25mph. Average for the route, including stop light waits, is about 35mph.
Fuel computation is actual, not the estimate that reads out on the dashboard.
I took a longer trip this weekend, expressway only, and got 40mpg. So things are looking good. This engine seems to love a good long road trip. After 2 or 3 hours at 60mph the engine sounds are just a comfortable purr.
I still don't have 4,000 miles on the car.