I'll have to change mine as well soon.
Goodyear Assurance Fuel Max 185/60R15 might be my first choice. They have a narrow thread, could be the ones to provide the highest mpg.
Yokohama AVID Envigor has now 175/65R15. This could be my second choice. From reviews, they seems the best well rounded tires. But mpg could be a little lower.
Michelin HydroEdge 185/65R15 could be a good third choice. Very well rounded tire, might have a little lower mpg, but I like the "65" ratio available...
Bridgestone Ecopia 185/65R15. I'm doing some research on this one. Could be a good choice, but rated as summer tire only, and lower life expected. But mpg wise, it could be a good solution. If you live in northern states and put winter tires, this could be a good summer choice.
It's still a puzzle to be solved. Keep us posted on your choice with comments and review of your new tires, this is an interesting topic for many.