Motorway I get about 55. I do tend to hit the cruise control on motorways and sit at 70-80 though, driving fast on motorways is more frustrating than it is exciting (you're bound to get stuck behind an X5 sooner or later...)
General commute with lots of city start-stop I get about 40. As soon as I'm on the back roads, I give it a bit more of a squirt and average 30-35ish. Combined, I normally average 40-42. That's judging by the OBC; I tend to get 550+ miles between brimming the tank (60l), so it can't be far off.
I think you would be hard pushed to find many cars with similar levels of grunt that return much better economy. My boss' Golf PD delivers as much power/torque and doesn't do any better on juice. My brother has low end Leon TDI that when driven with care will achieve 60+. It's a very nice car, but gutless by comparison.