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Don't know about the dually, but a 4x4 generally gets 2-3 MPG worse than an overwise identical 4x2.
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I suppose the operative word is "generally".
My friend has a 2x4 CC SB Lariat and I have the 4x4 version. His is an '05, where mine is an '03, this is the only other way that our trucks differ.
We both average 19 MPG on combo driving.
I really think that the operator has more to do with it than anything. I also know that wind resistance has more to do with MPG when your towing than does weight.
Case in point; I towed a 7x14' atv trailer empty on trip that was 175 miles one way. This trailer had one of those tailgate ramps that stood up when stowed. The ramp (as well as the rest of the trailer) was made of expanded metal, so it had the "little holes". On the way to the shop (empty), I averaged 14 MPG, on the way back with 2 motorcycles on the trailer (side by side), I averaged 18.5 MPG. These bikes combined weighed in at ~950 lbs., but they broke the wind hitting the tailgate, thus improving my mileage.