Someone should try this and report to us the finding:
1. Find a stretch of road (at least a mile) w/ a slight grade.
2. Warm-up car and go to the top of this "hill".
3. Reset fuel mileage gauge and immediately perform step 4.
4. Accelearte from first gear to 25 MPH at a steady rate.
5. Place car in 3rd gear and coast to bottom of "hill".
6. Record mileage info.
7. Perform steps 1 through 4.
8. Place car in 4th gear and coast to bottom of "hill".
9. Record mileage info.
10. Perform steps 1 through 4.
11. Place car in 5th gear and coast to bottom of "hill".
12. Record mileage info.
13. Perform steps 1 through 4.
14. Place car in 6th gear and coast to bottom of "hill".
15. Record mileage info.
16. Perform steps 1 through 4.
17. PLACE CAR IN NEUTRAL AND COAST TO BOTTOM OF HILL.
18. Record mileage info.
While this is not entirely scientific, it should produce consistent results. Ideally, we want to maintain consistent tire, engine oil and road temps. Same goes for the weight in the car (passengers, luggage, etc)... and if you test w/ the windows up or down, do so in every instance of this test.
If I were a betting man, I'd say Neutral will generally yield better mileage, especially as slope (and speed potential) increases!