It depends on where you're driving, really. If you're motorway (freeway) or empty road driving and doing a constant speed, then use your highest gear for best fuel consumption. If you're town driving, then the highest gear where your revs are about 1/4 - 1/2 the range.
Vehicle manufacturers reckon the best fuel-use ratio is about 52-55 MPH, so if you drive at that speed in the highest gear and make a note of the revs. Keeping your engine at those revs, in whatever gear, should give you the best gas usage (approximately, it may vary, depending on road conditions - hills etc.).
A good tip for fuel economy is to keep the tyres inflated to the correct pressure. under-inflated tyres can knock up to 20% off the fuel economy, so can open windows - sunroofs etc.
