I live in the UK and have driven manual cars for a long time. I am also on my 6th BMW.
Anyway, I have a very hilly commute to work with alot of speed bumps. I have recently bought an E91 330D Auto which replaced an E46 330D Manual.
My finding are that in hilly traffic, the manual was far better in terms of consumption. I would average around 27mpg in the manual as opposed to 21mpg in the Auto. The reason for this is that the car shifts gear too early and therefore requires a heavier foot to get the car accelerating after slowing down for a speed hump. Fuel would be saved if the roads were flat or you weren't about to slow down to a near halt a few seconds later but there is only so much an auto box can know about situations.
I have recently tested the manual mode out by resetting the MPG at the start of each commute. If change late, only when needed and make sure the car is in the right gear at the right time I can get 30mpg out of the journey. In fact that's what I achieved this morning. This is a substantial difference to keeping the box in standard auto.
The further your foot goes down on the pedal, the more gas you use. Just pay attention to the MPG needle and you'll see exactly how it correlates. Being in the right gear at the right time is crucial to getting a good consumption. For example, you're at 30mph cruising along, the auto box would have you in 4th by now (possibly 5th if slightly above 30mph) which is great for consumption if there is no need to change speed. However, the car in front turns off and you have to slow down and then speed up. You would be better off with your foot half way down in 2nd or 3rd to accelerate than having it all the way down in 4th to get the same acceleration.
In summary, keep your eye on the MPG needle, try and limit how far you ever push the gas pedal. If you feel the need to push the gas pedal further down to get speed you desire, change down and you'll see you don't need to be so heavy footed.
It's difficult to explain but you're trying to put the least load on the engine/gears. Changing too early and having to put your foot down further to get to a certain speed will not help mpg.