I drive my RX hard! (ie. redline all day all night) ok so maybe not all night, but I redline every chance I get... traffic lights, merging onto highways... I also usually always use the pwr ect on the freeway where the speeds are between 40-65 because it'll downshift faster (less work for the engine, so it doesn't lug). I also always use pwr ect in the city. The only time I don't use pwr ect is on the highway, because it has more than enough passing power.
I do seem to get great mpg, and I don't have any mods... yet!
How are the spark plugs? Have you changed out the rear diff, and transfer case oil? That can make an improvement on mpg.
I use 93 octane myself, I found it to feel the most powerful when using it (butt dyno never lies). My dad who drives gently, has managed 25.6mpg on the highway for an entire tank full. The most on the highway I can get with my driving habits is low 24. Usually it's high 23 though.
In a congested city like Chicago, New York or Philadelphia all of which I travel to quite often. I get about 18-19 mpg in traffic with A/C on. I don't recall what I get with A/C off. < I could do better in the city with traffic, If I didn't drive so aggressively, but what's the fun in that? LOL
Seeing as your in New York your mpg seem's fine. Many SUV's I know get 13 in a city like NY. I consider the RX to do pretty good in terms of fuel economy, considering it puts out apprx. 220 hp and torque, along with it being AWD and quite hefty.
My city driving isn't all that congested, just many traffic lights. So, my mpg is pretty high.