I'm averaging just over 37 in my 335d. I live in a small town, and regularly have to drive A-roads and Dual carriageways (Probably about 65-70%). But I do a fair bit of town driving too.
When I was buying, I ideally wanted a 330d for the extra fuel economy. But I would have had to travel a fair distance to get one. The 335d on the other hand, was 20 miles away. So just went for that for easiness.
I don't regret it though. I would probably be about 5 mpg better off with the 330d, but I do LOVE the power of my mapped 335d. It feels every bit as fast as my 4.2 V8 S4 I had previously, and the same fuel economy as my A4 2.0 TDI Quattro.
Worried about the snow though, so bought a P38 Range Rover for winter duties. I love driving it even more than the BMW, despite it being considerably slower (even with a 4.6 V8). And 13 mpg isn't worth writing home about either.
When I replace the 335d though, it will most likely be with a 535d. But not before swapping the RR with a newer one. So looks like 5+ years of 335d ownership. And I have to say, I'm pretty happy with that too.
530d M-Sport Touring.