I know it is old fashioned but even new cars you should be periodically checking the dipstick (if one is provided, wife's X3 doesn't have one), this should be on your radar even if the dealer changes the oil for you.
There is no way I would drive home from the dealer (or any oil change venue you go to) without checking the oil level first (though this does not apply to me or those who do their own oil changes). If you have never met someone who had an issue with a missing oil filler cap, drain plug, overfilled or underfilled oil, you probably don't do any work on your own car and don't discuss car maintenance with others. I can think of two situations, one a co-worker who's boyfriend had a 70's vintage muscle car rebuild that drove out of the oil bay without the drain plug, and siezed the engine, the other my parents who had a new (first year of ownership) Toyota Sienna minivan that left the dealer service dept without the oil fill cap in place, and had a huge mess under the hood very quickly.
Seeing an oil warning light means either catastrophic failure somewhere or lack of owner attention, because the change in oil level via consumption/burning would be obvious to anyone who is regularly checking it, imho.
I am at about 2k, 2 months of ownership, no noticeable oil consumption. I did clean the tailpipe with a papertowel/windex, and the carbonish buildup came right off, so even the tailpipe is easy to maintain = clean burning engine.
Rowlette is correct about mpg's, if you want EPA numbers you have to operate the car in a way similar to how it is tested, and that means 55-65mph with gradual increases/decreases in speed, warm engine, not 65mph+, fuel consumption radically increases as speed increases.
For the WRX, that meant keeping the turbo mostly quiet. If fuel economy is the highest priority, accelerate slow and anticipate braking, stay at 65mph or below, don't use Adaptive Cruise Control, or wait for the next generation which will probably offer Direct Injection, and a future of gummy valves (unless they do something to mitigate this), cause that redesign will definitely bump up the MPG's initially (WRX with DI is returning surprising mpg increase over the previous gen motor, much more efficient with just about the same power).