never replace parts without knowing why youre replacing these parts like this fellow is suggesting to you. If you replaced your o2 sensors, you most likely would just piss away money. If there is issues with your o2 sensors, you will get a check engine light.
Keep in mind estimated gas mileage for cars is done at sea level in perfect conditions, so your car will never achieve these goals. A car also runs rich (excessive gas) until it hits its operating temp which is normally 90 degrees, so in winter you will use more gas no matter what you do. If you have a check engine light on in your dash, that is normally an indication of emissions related problems which effect fuel mileage. Fuel filters do not need replacement since gas tanks have started getting a plastic construction instead of metal, so most likely you have no issue with fuel filter.
check airfilter, use proper octane rated gas, inflate tires to spec, remove roof racks, make sure no running issues with the car.