When you say you changed "everything" what does that mean????
If you havent already changed them here is a list to start.
Cap RotorWiresPlugsFuel filterGet a fuel additive to clean the injectorsOil changeTrans fluid changeDiff fluid change
If you have done all this, evaluate your driving...
Are you the kind of person that keeps their foot to the floor and shifts at redline? Or are you the type of person that drives conservatively, shifts at a low rpm, doesnt give excess throttle etc... Obviously if you are driving fast everywhere and shifting fast and flooring the car all the time, then you are going to get terrible gas mileage...
But actually, you are getting the proper mileage for the car, so, keep up the good gas mileage. Put a turbo on it, then you will see your mileage drop...
http://fueleconomydb.com/specs/NISSAN/240SX
Check that out...