Well, it all sounds too good to be true right, I can drive further, but pay less money for fuel. What's the catch ?

There are several factors you need to take into account:

Safety
The safety of yourself and others must always be your primary concern. A car is safest when it is properly maintained, travelling at the correct speed and orientation for the weather conditions and road surface, in accordance with the rules of the road.
Your ability to respond safely to unexpected events on the road must be a primary concern.
Using some of the techniques described on this web site may reduce your ability to respond to events on the road. This fact must be taken into account when making your driving descisions.
For example, having your car in neutral as you coast down a hill reduces your capability to speed up quickly to avoid a person running a red light.

Change to neutral savings a myth?
I get a lot of good feedback on this site. The idea is a non biased presentation of things that will save you money at the pump. A lot of people write in about the safety and effectiveness of the shifting to neutral idea. Here are a couple of indicative extracts on the topic.

-Accordng to http://www.autoanything.com/savegas/ (under "Using neutral while coasting downhill") - all engines post 1995 actually save gas while breaking with the engine - just get into any car with manual transmission that has a mileage computer :) - Thanks Maciek

Shifting into neutral consumes more gas. This goes with brakeing with your engine as well.... When your car detects that the pedal is up it will stop sending fuel into your motor, but the energy of the car moving KEEPS the motor turning while you are in gear. If you shift into nuetral this forces your engine to use gasoline to keep turning without stalling. If you need proof you can purchase a wideband fuel guage to be certain, or a narrowband will probably suffice to show you that the detected fuel mixture is completely lean on engine braking. - Thanks Jim

Fuel injected engines are able to modulate fuel consumption based on engine load (amongst a multitude of other parameters), not merely to regulate the speed of the engine, as a lawnmower might. While the car is being pulled down a hill by gravity, engine load is actually negative and fuel consumption is very very low. It may, for some reason, be higher than at idle speed but moving to neutral while going down a hill can be very dangerous for many reasons. <edit> While I realize this site states the techniques are primarily for manual transmission vehicles, the loss of control and hazard to other motorists I would argue are also not worth the potential fuel savings. Moving to neutral and going down a hill requires that a vehicle must not only rely purely on the wheel breaks for maintaining speed (dangerous due to the potential for overheating) but that the likelihood of properly re-engaging a correctly chosen gear ratio and engine speed at the bottom of the hill is dramatically decreased. Even doing so in a relatively precise manner requires a great deal of work by the transmissions synchromesh. Manual transmission vehicles have been driven with the engine used as breaks for a very long time and modern fuel injection systems are smart enough to not reply with increased fuel consumption based purely on RPM. - Thanks Cyrus

Premium fuel savings a myth?
Here's another viewpoint on premium vs 'normal' fuel. You be the judge.

Higher octane gas does not contain more energy, it is actually developed to burn slower at a more controlled rate. Using a higher octane gas than rated for your car may actually burn less fuel, because it is harder to ignite. This is to prevent the gas from exploding before the piston reaches the top of its travel in higher compression/forced air induction vehicles. One recommendation might be to get your car tuned for lower octane gas (so that it can run safely without detonation), or (though probably not as wise) to use lower octane gas and not use the power available to your car.
Generally, if your car recommends octane but you NEVER (not 1 time for the full tank of gas) put the pedal more than halfway down you can use a lower octane. This can, however, destroy your engine if you need to use the power, or can leave you waiting for the power when you need it in a serious situation if your car reduces timing to compensate for the lower octane fuel. - Thanks Jim

Some cars made for premium fuel should only get premium fuel.  If filled with regular unleaded, the car's computer will note the change in octane and adjust the engine accordingly, often resulting in lower fuel efficiency and higher cost per gallon than if you had just paid for the good stuff originally. - Thanks Mike

Wear and Tear
Timely and qualified maintenance of your vehicle is also a primary objective that contributes to the safety of your vehicle. Using some of the techniques described h="100%">