here is a link that shows the mazda service bulletins. There is a new flash that came out this month I think but I'm not sure if it addresses anything regarding milage, but I have not read through what all the flash is supposed to be addressing.
http://www.finishlineperformance.com....php?pageid=11
I'm assuming the Fuel filter is in the tank, I can't remember if there was a access hole in the trunk like the FD has when I had the carpet up doing the strut bar install, I assume there is though.
Other than that, you might want to check your air filter, map sensor, and o2 sensor. I would say if any of those are bad it would have an adverse affect on your mpg.
I also came across lots of information about the 2004 rx8's haveing worse mpg than the newer models. Something about when the cars hit the united states the emissons didn't pass so the fix was to bump up richness or something to that effect, however I would assume that flashes past that point over the years would have addressed this issue with the 04's.
It seems with the complicated air/fuel ratio system the rx8 uses, that if you are doing steady driving (long distance highway at constant speeds), the map sensor is able to get consistant readings that are not changing much therefore the fuel economy seems to be better on a long distance drive where as with mixed driving the consensus is that fuel economy is worse based on the fact that your not getting readings that are staying in one spot but rather jumping up and down so the car is constantly readjusting the mix which can lead to a lower mpg.
I would think something is definatly off in your car though Phil, if you have just recently noticed lower mpg than previously.