I learned a lot about engine performance under different pavement, grade, wind and speeds using this relatively inexpensive add-on trip computer:

http://www.autospeed.com/cms/article.html?&title=The-OzTrip-Car-Computer&A=0639

At the time I bought mine 62 USA pennies equalled a Austrailan Dollar.

After having the Oztrip for awhile I realized I could go beyond the instant MPG and use the trick of first reseting one of the three mileage memory counters,
then watching the Gallons digital readout until it changed by
exactly 1.00 gallons, or 2.00 gallons, etc

As AndyF says above, seeing how fuel consumption changes as you drive is very educational.
Climbing 4% grade hills at the same MPH in different transmission gears is eye opening.