Not always possible. I do about 20k a year (not as much as the OP but still above average) and I can't drive less. Public transportation in St. Louis is a joke, and I've got to get to work, do errands, and still have a life.
I've found my GTI to be a nice balance between fun and economical. If I drive like a granny, I can easily do 36 MPG. Or I can have a bit of fun and still get low 30s. It takes premium gas which sucks, but it's worth it. I recently completed a 200 mile trip, at about 75 MPH most of the way (Okay, I may have exceeded 80 at one point

) with windows and sunroof open (which, according to Mythbusters, is worse for MPG than A/C at highway speeds) and still got 31 MPG. Not too shabby.