Welcome to GS! I always thought the RSX was the closest thing to an "economy" sports coupe that you could get these days. You have the Honda pedigree, so I'll bet there's some MPG sweet spots in your ECU/PCM.
A guy I work with has an 06 Type S. Definetly a faster, more refined car then my 95 GSR. He's averaging about 27mpg compared to the 29.5 I'm getting om my GSR. I guess my car is better in at least one regard.