Yep, filters are different. Spent last weekend making two trips to the parts store. 1 to get the filter for an 04, 2nd to return it. Too small and it's square where as the 04's have a funky tab to the one side and are a bit larger.
I'm filling up today, again, and my trip is reading 264 so I should be around 21mpg, which is good considering I've been doing nothing but city for the last 3 days. Man I wish the tank was larger but it's not as bad as my Jeep (170 miles on a 20 gallon tank-yea that's less than 8mpg).
Another problem with winter (colder temps) is the engine's warm up time is longer which requires more fuel.
Last year we made a couple round trips to SC from Pa. Roughly 1700 miles. Best I did was 25.5 mpg, that was in SC on 95 where it's flat pulling 80mph with the cruise set. The truck was also loaded down with 4 fullsize adults and luggage stacked in the rear, A/C on. Worst was the leg between DC and Richmond and I think even that was 20mpg. My Grand Cherokee's best on the same trip was 17mpg and that was stock! My wifes Lexus ES300 does 27 on the same trip so the XL7 being a 3800lb 4wd SUV getting that kind of mileage is AWSOME!
EDIT: Just filled up over lunch. 21.8mpg. It's coming up even for city. That's an 04' with 20k miles (yes I drive alot) and it's only 8 months old.