Did you reset your PCM? Usually if your filter was somewhat clogged, the PCM learned to increase the fuel intake to insure you had enough fuel coming into the intake and allow the correct combustion to occur. Now that you have replaced your filter and fuel flows freely, the PCM is still using the past learning mode to conduct combustion, thereby increasing your fuel usage. This would mean that your engine is running richer. Eventually, it will re-learn not to do this, but it takes a while to learn.
Also, after you have verified the other suggestions given in these posts and if you do not see any results from the corrective actions suggested, you may want to check your EGR passages around the throttle body mating area. What I learned is that if your fuel filter has not been changed for a while, and this area gets plugged with carbon, the PCM adapts to all these different parameters to make sure your engine is still running smoothly but not in the most efficient manner. Once you change one of the components that it has learned to compensate for, it will still continue to compensate for it and will not run too well cause you just changed something too fast for it to try to learn to cope with over night. In my case, I had to clean out the EGR passages too, they were plugged, so it could re-learn the correct parameters and give me back my fuel efficiency. Just something to think about if your efficiency does not return after you reset the computer, etc...