Terry, if you are inclined to go for an SUV, the VW Touareg is coming out with a new V6 Turbo Diesel. I've read a club test report and in actual driving up a mountain and through several high altitude mountain passes, combined with highway and city driving it averaged 38mpg. The Touareg had a pretty bad reputation for the early production units but seems to have a better reputation for the 2005 models. I have one and absolutely love it, best vehicle I've ever owned (so far). I wish the V6 TDI was available when I was shopping . . . and it still is not available but may be soon.
I compared the Touareg to the Lexus GX470, Toyota 4Runner, LandCruiser, MB ML350, Volvo XC90 and Nissan Pathfinder (all loaded up with most every available option). The Touareg drove better than any of them, but lacks acceleration. Comfort is higher than any of them (very subjective). Fit & finish is higher than any of them (again subjective).
There are many trim levels available, so you can get them relatively inexpensively to loaded up and very costly, depending on your desires. But the report on the V6 TDI engine I read made it sound like the ideal vehicle (for me) with the ideal engine (very good mileage + plenty of torque + 7700# towing capacity).