My numbers pretty much agree with yours.
I'm currently on vacation, driving the P5 from Biloxi to Seattle and back, (6,000 miles) and we're now in Oklahoma City with just 800 miles left to get home.
Stock P5, with 5 speed, using synthetic oil, loaded in back with at least as much gear as two more adults would weigh, driving 75 to 78 MPH, over the Rocky Mountains and back, running 87 octane gas (except for the high altitude locations, where we bought the 85 octane regular - 4 or 5 tankfulls) and running the A/C almost constantly, we've averaged right at 31 mpg over the last dozen tankfulls.
Hard to do a tank to tank average and get meaningful results, as it's pretty hard to fill a P5 to the same fullness, tank to tank, unless you take the time to fill it right to the cap each time. Any time we had a tank show better than 32 mpg we found that the next tank was worse, indicating we had not filled it as full on the previous tank as the current one. A P5 filled to the cap should give you 80 to 90 miles before the fuel gauge comes down to rest on the full mark - This gave me an indication of how full I got it each time, and an early indication of what the "indicated" mileage would be the next time we calculated it.
VERY good fuel economy for a sporty car, and a damn sight better than the V-6's it would take to give the car any better performance.
Don
) Anyways, this is the mileage log I have been maintaining for my Protege5 that I bought on January 31, 2002. 
I'm used to the KL V-6, which gets about 26-28mpg on the highway.
