MPG gets better. I went through my first tank with less than 20 mpg. Now I'm getting about 26 with mixed (highway and city, mostly city) driving. Pure highway was close to 30, and that was flying at about 75 mph.
If you have an automatic, use the sport mode sparingly. If you have a manual, be careful about unleashing all that torque every time you go from a dead start. In manual, consider using your brakes more to slow down, clutch less. Finally, enjoy the mpg you get. The Infiniti (G35 or M35) is far worse, and the Audi is only marginally better.
I owned a Chrysler PT GT (Turbo) for two years. My mpg was around 18 (mixed, highway-only was barely better!). This is way better, with about 40 more horsepower, not to mention a bucketload of other, better features.