I traded in my 2006 330i for my 2008 335xi (both were 6 speeds) and the gas mileage is almost identical if not better in my 335xi (even with the all wheel drive). My 330i got about 12L per 100km and my 335xi is getting about 11.7L per 100km. I expected a penalty of 1L per 100km because of the bigger 335i engine and because of the all wheel drive but have been pleasantly surprised
The 335xi has lots of torque so for city driving I shift from 1st to 2nd straight into 5th gear. I could not do that in my 330i because there was not enough torque.