On the topic of fuel consumption, I thought I'd add that the PowerFlow exhaust I recently had fitted made a HUGE impact on my fuel economy. Before, I had a Supersprint manifold with a "sports" cat...and standard exhaust from there back. I was getting 22-25mpg round town, and 32mpg at most on the motorway...was costing me a small fortune (60-80 quid a week!) as I live around 55miles from work. After I had the rest of the exhaust system done (cat back), that jumped up to 38-42mpg on the motorway.
As for your problem, I have to agree with what a few people have said already...the lambda sensor. That is the main sensor the ECU uses to maintain the fuel/air mixture, if its blocked or nacked, it will cause your ECU make decisions based on false info... They are pretty cheap, and very easy to replace...maybe worth replacing it. But 1st sort out your manifold...a leak in your manifold will for sure make a big difference to the lambda sensors readings...