I always run Premium. I wouldn't put anything else in it. There are topics on this; if you want to do a search, there will be tons of info.
Also, I ALWAYS drive my car hard. And I have never gotten below 19 mpg, no matter what. One time I drove it very conservatively, and I got 23 mpg, and that is a mix of city and highway. That seems about right because manufacturer's Data says the car should get 20 city and 26 hwy (and as much as 23 city and 30 hwy, in rare instances varied by weather, conditions, driver, location, etc.)
Also, I drove a 2 hour drive from Palm Springs at an avg of 100 mph and I got 22 mpg, and that's with some wind.
BTW, I LOVE the car!
2006 E350 w/ 155k miles (Daily Driver)
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)