Bad gas millage 2001 jetta



I own a 2001 VW Jetta 4cl manual transmission and I am having a problem with gas millage and unfortunately it is not that I am getting too good of millage. I am getting around 250mile a tank, around 17-18 miles/gallon. If I am really lucky I can get up to 23ml/gal, but that would be the very best day ever. I have pretty much had this problem 6 or 8months after I bought the car. I bought the car from the shop I go to and they tried and tried again to fix the problem. Replaced the O2 sensors and the mass air flow. This is has been an ongoing problem for about 2 or maybe 3 years and never really has been fixed. When they replaced the sensors it got maybe a little better for awhile, but then back down soon after.

Every once in awhile in the winter ice and snow gets pushed up in the car and it sounds like I have an exhaust leak, it mutters for a few minutes but when the car warms up the sound goes away.

So I wonder if there is a connection to exhaust leaks and bad gas millage? Is it possible that I have a bad connection or something near the front of the car, causing the car to have back pressure from the exhaust, tricking the engine to run rich and burn my almost $3/gallon 87octane gasoline more than it needs?

And if this is not true, why does my car burn so much gas?