(assuming your car doesn't have a display setting that does this for you)

One easy way to check your mpg is to reset your tripometer after filing the tank all the way (until the pump clicks off), drive for at least half a tank or so, then fill it up again until it clicks off. You then take the miles you've traveled since the last fill-up divided by how many gallons it took to fill the tank this time.

Some people don't like to let the pump click off by itself, especially if their particular car or the pumps in the area are prone to splashing fuel out the filler before they click off. If so, you can also wait until the tank is reading at a clear marker (like 1/2) and then give it a certain amount of gas, stopping before it's full, and just take however many miles you drive before reaching the same spot on the fuel gauge divided by the amount of gas you chose to put in - chances are it won't be as accurate, but neither method is 100% error proof.