It's a massively complex problem in the real world, as there are so many variables.
Labouring the engine (i.e. lots of throttle below about 2000rpm in an average petrol engine) or excessively revving the engine ( lots of throttle above about 6000rpm in an average petrol engine) won't do your fuel consumption much good at all.
With regards whether to use as high a gear as possible, it's unlikely that that would help until you have reached cruising speed. Whilst I've never seen (or calculated myself) any actual figures I subscribe to the view that high acceleration for a short amount of time tends to use less fuel (and is better for your engine) than less throttle for a longer period of time - i.e. get to 60mph quite quickly, using a reasonably amount of revs (~5000rpm) and then stick it in top and modulate your speed via small throttle inputs, as opposed to the grandad way of driving of taking 35 minutes to get to 60mph.
You use less fuel with lower revs (given the same throttle opening), and you use less fuel with less throttle (for a given engine speed) per unit of time, and hence distance. But an engine is theoretically most efficient at peak torque* and should therefore convert the most amount of fuel to motion at that RPM.
*the peak torque figure quoted by manufacturers is the 100% throttle peak torque. As you change the throttle, in response to load, gears etc) the actual RPM at which peak torque occurs would vary. Imagine putting a screw in the throttle so that you can only open it 50%, and then put it on the dyno to plot the torque curve - it would most likely have quite a different shape to the one plotted at 100% throttle.
Modern ECU's are getting better and better, especially when combined with throttle-by-wire systems, at controlling emissions, economy and power. Instead of controlling the throttle butterflies directly, the pedal then controls the ECU which decides what you want. Gradual depression of the pedal? You're probably after economy and low emissions, so it can play with the throttle and fuelling to give you that at the expense of power. Snapping the throttle open? You probably want to accelerate sharpish without worrying about economy (but it'll probably always try to minimise emissions on road car applications)....
Such a vast topic - which is why there isn't or hasn't been a single answer about what is 'best'. Especially as cars are changing quickly as petrol engine technology massively increases (you bought a Diesel? Poor you, they're so 1990s), so any 'best' answer would be out of date by the time you read it.
My advice would be to do what you THINK is best. For me that's accelerating quickly to my cruising speed using quite a few revs and then holding speed in the highest gear that doesn't labour the engine. For some it's acclerating slowly, changing gear at 2000rpm. Hell, my ex-girlfriend Dad was convinced by a so called "Advanced Driving Instructor" that skipping 3rd gear would massively improve his economy, so now he does. It's hasn't helped, it's increased his journey times, economy hasn't improved, and he holds up tractors. But he was told it was best, and no amount of discussion will convince him otherwise.
Generally you put the coal in at the back though.