About once a month I make a 480 mile trip. If I keep it at about 68-70 with the cruise on I can get just over 30mpg and do the trip with a single tank. Get up to 75-80 and mileage drops to 27. Around town it's low 20s, but that's using the power.
Pass a semi on a two-lane rural highway and you'll see 95-100 by the time you merge back over. It's a fun little car. I will say that she wants to rev to make the power, just like every other small displacement mill. If you want Hemi torque, this isn't the car for you.
A bit of caution on the 2wd G37, especially in CO... It's a decent amount of power going to the rear wheels and things can get 'interesting'. There's a "snow" button behind the shifter that dampens the throttle response and helps keep things in order. The X, OTOH, is a fantastic wet weather stoplight car. You can pin it on a rainy day and still find traction. If you don't drive the 2wd like an asshat then you'd be fine. But the X is a great all-weather sports sedan.
If you haven't already, take the time to drive one of everything you're thinking of even if it's the wrong color, wrong price, etc. Just get some seat time. Internet will only take you so far. I drove a 335i, 328d, IS350, TL Type S, WRX, and the G37 before deciding on it. The IS (2nd Gen) was a close 2nd but it was too small and not as quick, although smoother and more refined.