Welcome!
I average about 31mpg during the week (mostly town driving) and I'll get 38mpg on a run; I wouldn't say I hang about either.
For the performance these things give their fuel economy is fantastic. A Honda VTEC (K Series), albeit with a
touch more power, will do 10mpg less than that all day long, even when taking it easy (talking from the experience of two of my friends EP3 Type R's and even my S2000's F20C).
If you're finding fuel economy a bit pap, your car might be running a 98 RON map (done with an RS-Tuner or custom map), and you're putting 95 RON in? This may have a detrimental effect on fuel efficiency but I can't be sure (maybe someone else can chip in?).
Regardless... if you are running 95 RON (Standard Unleaded), try and run her as dry as possible, say 10 / 15 mile after the point the fuel light comes on, and then give her a healthy fill up of Shell 99 RON V-Power or equivilent. After a good 60 miles your engine should have readjusted to the recommended higher RON and you may see a good improvement on fuel economy.
If you do, stick with the 98/99 RON stuff; I don't bother with 97 RON or anything below it.
HTH