Well sorry to disapoint you all, but Iv'e had my Laguna 1.9dci from New Feb 02, and have had exceptional consumption, I often go away for weekend with the kids and return 55+ mpg on a 250 round trip, in fact the lowest average consumption I've ever had was 42 mpg when I didn't do any motorway driving.
I do however believe it has a lot to do with the way the engine is driven, as when my wife gets hold of it and rev's it like a petrol the consumption drops below 40, the tip is change gear at just over 2000rpm, it's got so much low down torque you don't need to rev it, unless of course you've got a heavy right foot!...
From my understanding, the Renault 1.9 dCI unit really doesn't like urban driving, and the economy falls massively because of that. Out on the open road (keeping below 2-2500 revs), this engine will do pretty well.
It's the same in the Megane too. In that car, the 1.5 dCI does *much* better around town for economy, but on the open road there's little between that and the 1.9.
The fuel consumption is very disappointing for a 1.9 diesel. I drive 75 miles a day to and from work of which 70 miles is motorway. Cruise control is set at 77 mph and I'm lucky to get 43 mpg. My last car was a 1.9 Passat, which did 50 mpg. With a 6th gear and therefore lower revs than the VW it doesn't make any sense. I also suffer rattles from the dashboard, which are very irritating. These two gripes aside, it's very comfortable good-looking car, with a great head rest (which you can actually rest your head on).
I don't think the fuel economy problem is down to how people are driving the Lagunas. These is blatantly an engine management problem. I drive various company pool cars. In the VW's or Peugeots on the motorway with cruise on at 70mph I see 50-60mpg average depending on the car. In our Laguna I have NEVER had more than 45mpg with the cruise on at 70mpg, so how can they say the combined mpg is 50? Also I find that there is much much much less low down torque then any of the other diesels we have. The Laguna seems to struggle up to about 2000rpm then it will rocket off above that. The VW's are very good as they pull really hard from idle, so you can change gear in them at just over 1500rpm without labouring the engine.