My commute every day is a bunch of stop and go through hills and a college campus - not the best way to get good fuel economy even when I try. I've noticed that I get 17-18 mpg when I'm on a tank of regular, and 20-22 mpg when I'm on a tank of premium. It also feels like I have just a touch more grunt (torque) when I'm driving around, which could explain the better fuel economy since the car doesn't have to work as hard to get up to speed (before immediately stopping again).
To add a little fuel to the fire (hardy harr harr harr) here is my understanding of gasoline (well, a simplified explanation, damnit Jim I'm an engineer, not a chemist):
Gas is made of three things: Heptane (C7H16), Octane (C8H18 . . . well not really but close enough), and Additives (Poo). Maybe some ethanol thanks to the morons in Congress. Definitely some ethanol for me thanks to the supreme morons in Maryland . . . but I digress. At a certain pressure and temperature, hydrocarbons will autoignite. Heptane will autoignite at a lower pressure than octane at the same temperature. If you have an engine with a lower compression ratio, you can run a fuel with a low "octane rating" (read what Mile30 had to say about it) because your engine won't develop enough pressure to cause it to autoignite. But say you want more torque so you up the compression ratio (thus extracting more energy from the same amount of exploding fuel). This means you have to do something to reduce the partial pressure of components that are more prone to autoignition - i.e. reduce the amount of heptane, or putting something in there that slows down the autoignition.
How does the Focus play in to this? Ford wanted a small motor with good torque figures - something that sips gas but doesn't sip your soul out of your body from it's mind numbing slowness. To do this, they chose a decently high compression ratio, 12.0:1. But wait, high compression motors need "premium" fuel because "premium" fuel has a higher octane rating! That make the car seem more expensive to own (it's all how you drive it, people). To allow consumers to run regular fuel and save money, they had to find a way to keep autoignition (knocking) from happening. Well, conveniently, this motor they were designing has Ti-VCT and direct injection, as well as you typical knock sensors, ability to adjust spark timing, etc. This means that they can have the ecu play with a lot of parameters that older motors never had control over. The motor can detect potential knock and adjust cam timing, spark timing, and injector timing to prevent it from happening. This is, of course, at the cost of torque, since in the end it won't be running in the ideal set up for the given compression ratio. It has to back off a bit to prevent knock when you're running lower octane fuel.
What happens when you have less torque? Well, its not a LOT less, but it is less. If you're cruising around on a flat highway at the speed limit with no wind, it probably won't make a difference. If you're driving in a hilly area where they put a freaking stop sign at the top and bottom of every hill, the extra torque means you don't need to dig in to the throttle quite as much.
In conclusion - do whatever you want, I don't care. In the end we all die and it doesn't make a difference. I prefer running premium because I like to yell "POWAAAHHHHH" whenever I hit the gas pedal.
2012 Focus SE Hatch 5spd sport package, Tuxedo Black Metallic
Road Magnet springs, custom CAI in the works, and fuzzy dice on the mirror