By asking, you've taken the first step towards improving your mileage.
I could go into details regarding what you should do in order to improve your mileage, but I suspect many FEH owners will readily step to the plate for that.

Instead, I will wholeheartedly recommend you read the following articles:
How to beat the EPA
Hypermiling the FEH
Think of these articles as biblical must know stuff if you truly want to get MUCH, MUCH better fuel economy on your great vehicle.
Cheers;
MSantos