Since installing the ScanGauge in my daily driver, it's confirmed the fact that cars are at their worst for gas mileage when the engine is cold. My commute isn't even a commute - it's a 10 minute drive. During the week, when the engine never really gets warm, the mpg is abominable on my commute. At lunchtime when we drive out to get something to eat and the engine gets a chance to warm up, it gets much better. At the weekends, when the car is in use all the time, it's great.
So why is this, you ask? Well a number of reasons. When it's cold, it takes more energy just to turn the engine (cold, thick oil for example) plus the engine management system is forcing a richer mixture while the engine warms up. Once everything is up to temperature, the mixture leans off and the oil is warm, then the engine returns much better fuel economy.
My own gas mileage has improved by about 1mpg since installing the ScanGauge. Having a constant readout in front of me makes me consider my driving technique more frequently. That's not a bad thing.