It’s up to you really. If you believe the official figures, an AMG will do 28.5mpg, a hybrid 68.9mpg.
Of course neither stand bears much semblance to reality except in a comparative sense: whatever the actual numbers it probably is true that the AMG will drink around 2.5 times more fuel on any given journey.
In reality it would be fair to expect something near 50mpg for one of the small diesels in mixed gentle driving and around 40mpg for the four cylinder petrol models and six diesels in similar circumstances.
Bear in mind too that not all Mercedes E-Classes have the vast 80 litre tank as standard so if you want a 600 plus mile range from a little diesel engine, you’ll need to option it in.
As for the AMGs, expect an mpg figure in the early to mid 20s and you’ll probably not be too disappointed so long as you don’t regularly make full use of the engine’s potential. If you do, 15mpg becomes a terrifyingly easy place to reach.