During the first gas crisis they recommended shutting your A/C off and rolling down your windows. I believe they found that you waste more gas (less fuel efficent) when driving with your windows down. So keeping the A/C off may save gas, but only if you don't roll your windows down.
There are all kinds of other good suggestions such as keeping your tires properly inflated, avoid fast starts and sudden stops (moderation seems to be the answer to many things in life). I think a warm engine is more efficient than a cold one. Try to avoid rush hour, drive when others aren't.
But, if we are doing tongue-in-cheek answers, the most effective way to save your gas while driving would be to take your friends car.