Something along the line of a diesel Polo perhaps? First small car that comes to mind when I think high mpg.
http://www.volkswagen.co.uk/new_cars/poloThe 1.4 TDi 75PS of the current model for example....
Urban 47.9mpg - 5.9l/100km
Extra-urban 68.9mpg - 4.1l/100km
Combined 60.1mpg - 4.7l/100km
Even the 1.9 Tdi 130PS does just as well.... with which you get a very decent 0-60 of 9.2secs.
Urban 39.8mpg - 7.1l/100km
Extra-urban 62.8mpg - 4.5l/100km
Combined 52.3mpg - 5.4l/100km
Here is a usefull tool to help you narrow down your choices a bit....
http://www.whatcar.co.uk/car-search.aspx