I used to think shifting early mean better fuel economy. However, revs aren't the only factor...you must also factor in throttle position.
If you shift early, but subsequently have to give more throttle in the next gear to bring the engine back in the torque band, you are still using more fuel. It's generally a good idea to let the engine rev, not high, but freely, and so that when you upshift the engine is able to provide good power.
If you really want to maximize fuel economy, you really have to accelerate slowly. The slower the better, really. I don't recommend it because (a) it's boring, and (b) I'll prolly be behind you and get irritated like crazy. But really, to lower fuel usage, the car should deliver slow, lazy acceleration...that means lower revs and timid throttle usage. Sounds like death behind the wheel, though...