The 2015 BMW 4-Series Luxury definitely bucks the sports-coupe convention in providing more fuel-efficiency than is typical in this class.
Even the base 428i equipped with the eight-speed automatic earns up to a 27-mpg rating on the EPA combined cycle; with the six-speed manual, the 4-Series still earns 26 mpg combined. Adding all-wheel drive to the automatic puts the 428xi at 26 mpg combined.
Gas mileage isn't even that awful with the very powerful twin-turbocharged six-cylinder, either. The 435i with the automatic earns an EPA-certified 25 mpg combined, or 24 mpg with all-wheel drive. With the manual transmission and either rear- or all-wheel drive, the 4er posts a 23-mpg combined.
No matter which of these models you choose, BMW outfits the 2015 4-Series with stop/start and an EcoPro mode, which slows down the throttle tip-in, softens automatic-transmission shifts, and puts accessory and climate-control systems in their most conservative mode. It also has electric power steering, which reduces feedback, but also reduces gas consumption. And it's lost a little weight, too, versus the 3-Series coupe it's replaced.
BMW does draw the line somewhere in the transition from sedan to coupe. While the 3-Series lineup has a diesel and even an ActiveHybrid edition, there's no such thing in the works for the 4-Series.