We have about a 1,000 miles on our sDrive28i and are averaging 28 mpg. On a recent 200 mile trip (roughly 80% highway, 20% city) we averaged 32 mpg. I am more than pleased with the fuel consumption so far. It's actually not much different than my 09 Cooper S.
I've noticed that several owners are disappointed with their mpg not matching the EPA estimates. My guess is that the difference is due to a combination of factors such as driving style, AWD vs. RWD, EPS vs hydraulic steering, wheel & tire size, local geography (hills vs. flats), but in my experience the fuel consumption is very impressive for a car of this size and power.