Jorge is right too...bad O2 sensor can really hurt mileage. Plugged fuel filter, bad temp sensor, plugged injectors, timing faults, bad AFM unit...the list goes on and on. I try to start with the free/simple stuff then work my way up on any repair.
It's not too hard to check, more of a 'get down there & do it' thing. It also doesn't cost a dime & gets you to know your car better...also be sure to de-pressurize your fuel system & have no ignition source close if you decide to R&R anything. Gas vapor must be treated with respect as it can ignite in odd ways and surprisingly far from the leak. Plus it takes forever to get the smell off your hands. I always do fuel system repairs outside if I can.
The hard lines run under the driver's side along with the rear brake lines. Just check them for any damp spots. They should unclip if you need to pull them, and you can buy pre-made lengths of steel line at parts stores.
The rubber lines that usually are the worst are in front of the rear wheel with the fuel filter. ANY cracking (like mine), replace them. BMW makes great fuel line. It's expensive but I think worth the extra money (I think it's 8mm I.D./12mm O.D high-pressure line), $10/meter or so. Cut to length & install. I'd use new fuel line clamps too.
There are two other lines that are difficult to inspect...they're on the fuel rail under the manifold. The steel hard lines run up to the engine along the firewall, then vanish under the intake. Get a flashlight & check the two short rubber connections up there. Any gas leaks will evaporate very quickly so do it with the system pressurized (key on, engine off).
Another symptom you might have with fuel leaks is difficulty starting the car when it's been sitting for a while.