Without a doubt, the best way to burn less gas is to driver fewer miles. That doesn't necessarily mean biking the whole way to work, though it couldn't hurt. Think about combining trips, walking, biking or taking public transportation when possible. If you've got to go to several stores in the same plaza, park centrally rather than driving from one store to the other. It takes some extra planning and some physical effort, but it might be worth it if you can squeeze a few extra days between fill ups.
Fix your car
Sure, buying an electric car or a hybrid can save you a bundle in gasoline costs, but if you're worried about gas prices you probably already have a car. You might as well make the most of what you've got.
Ditch that roof rack. If you're not carrying skis or kayaks, there's no need to create unnecessary drag.
Clean up. Remove unnecessary items from the trunk. The extra weight doesn't help.