Mine continued to get better through about 3-4,000 miles.
I've found the distance you travel makes a big difference in my mileage though. If I average shorter trips of 5-10 miles each on a tank, I get like 15-16 mpg. If I average longer 20-25 mile trips (even with city driving mixed in), I get closer to 19-20 mpg. The highest mileage I've gotten was a day trip that we went on this summer; round trip was about 200 highway miles and we were at about half a tank when we got home. That was doing 80-90 the whole way with two others in the car and A/C 100% of the time.
I first noticed because my wife would only get about 220 - 230 miles on a tank. At first I thought "what the hell is she doing when she drives my car?", but it's just that she doesn't typically travel as far as I do on a daily basis. Worked from home a couple of days and found the same thing when I was driving.