BAD gas milage, what do i do?!

So for the past few months my car has been eating gas like none other...like 10m/g, thats kinda rediculous and kinda has a rough idle...So iv ben reading up and now know that the EGR valve can be responsable for both of those...I was wandering where that was, i looked but had no luck...Also what else could be causeing it? Here are the things iv had done in the last few months.

most recent
1. Oil Change (3weeks ago)

Tune up a few months ago

2. New Plugs
3. Air Filter
4. 02 Sensor
5. Fuel Filter
ETC...and what else they change, can't really think of anything else too important to the mileage.

Thanks in advance