What you have to remember is if you live in an area where you have winter blend gas, you are already getting sucky gase mileage all winter. So now with the A/C on, you are getting about the same.
If you turn the AC off, you will probably get better gas mileage. Even with all those ponies under the hood, I can feel the lack of power with the A/C on, so I am sure I am getting worse mileage...but I try not to run the A/C much.
Consumer Reports did a study on this recently. They found AC on or off was maybe one mpg or so. Then there's the whole windows open vs AC thing, and while it varies by vehicle aerodynamics, they also found the differences were negligible.
Hills, rough driving, tremendous heat, very fast driving, stop-and-start are obviously major variables as far as how the AC affects mileage.
I'm just going with what's most comfortable lately. Sometimes I even have the AC on and a window cracked. So shoot me!
This will be my second summer with my new X, and so far I've been getting roughly 19mpg with the AC on; this is the same as last summer. And this is half city/half highway driving. The last two winters I would get roughly 16mpg. I do take into consideration the winter gas blend produces less mpg.