First, as mentioned before, gas Jettas look like fuel hogs compared to their diesel-powered brethren. I have the TDI and am averaging 43.5.
For your case, I recommend increasing the tire pressure to the max cold PSI stated on the sidewall of your tires. This is different from the label on the door sill. This max cold pressure is stated by the tire manufacturer to be within the load ratings and offers approximately a 30% safety buffer. Where you will suffer is in ride quality and noise. You should see about a 10% improvement right there. Also, keep them inflated to exactly the same pressure all the way around.
The other tips and suggestions are pretty consistent - don't tailgate, anticipate other drivers and stoplights, combine multiple trips into a single trip and optimize a multi-stop route (iPhone app Route4Me works well for that).
Lastly, somebody mentioned an O2 sensor. While you're at it, check the PCV to see if it's plugged. It's only a couple of bucks if it is, and it's easy to change. You should hear a light "clunk" sound inside if you shake it.
You should be in the high-20's if you are doing things right, and even higher if you start to practice some fuel-saving techniques within this thread.
Comparing your consumption against over vehicles on this site is rather tough and irrelevant. As many have mentioned all models are lumped together irregardless of engine type. A turbo 4 cylinder motor is going to get much different mileage than a non turbo and the same goes for a diesel or even a hybrid model, yet they are all lumped together in the same model. It would probably be better to check the EPA website and find out what the mileage should be for your exact car (they actually take into consideration engine differences) then use that as a comparison point.
Of course all the other points above (type of driving, sensors etc) will play a part.