This category is silly, but we figured we'd include it anyway. Why is it silly? Because heavy-duty pickup trucks don't get rated for fuel economy by the EPA. But we can tell you that within the heavy-duty class there are two levels: 2500 and 3500 (or 250 and 350 in Ford parlance). For the most part, the 2500 models have a single rear-wheel setup and the 3500s run with dual rear wheels. The added wheels mean the 3500s can tow and haul more but tend to get even worse fuel economy. If you aren't towing 25,000 pounds on a weekly basis, we recommend avoiding a dual rear-wheel setup.
It's also worth noting that all heavy-duty pickup trucks have a diesel option. Sure, they have beefy gasoline V8s as standard, but the optional diesel engines put out much more torque and therefore unlock higher towing ratings. Thanks to the inherent fuel efficiency of diesel engines, they also get better fuel economy. However, any diesel upgrade will cost you thousands relative to a comparable gas model, which wipes out your fuel savings in a hurry.