I think it's a common problem for gas gauges to be inaccurate and erratic when the fuel level is low. Every car I've owned has also had the tendency to make the first "half" of the tank last longer than the second - probably due to the shape of the tank. I think by nature these meters are just moderately accurate. Things like parking on a slight incline can have a big impact on the reading as well.
In short, I'd say that your best bet is to get to know your car's average MPG and make sure to always zero out the trip meter on fill-ups. That way, you can always do a little back of the envelope calculation to determine how much fuel is really left.
The dash gauge is not the culprit - it's the measuring technique in the tank. Fuel is measured in the tank via a float...pretty low tech really.
HowStuffWorks has a great write-up on Fuel Gauges and their inaccuracies...
http://auto.howstuffworks.com/fuel-gauge.htm