When you are picking out a place to park, don't try to find the one closest to the door of your destination. Instead of thinking to reduce how far you have to walk, think of reducing how much gas you are going to spend. There are two basic tactics to use. One is to park such that you drive the least distance. Generally this means choose a spot on the outer edge of the parking lot, one you can drive directly to from the entrance and exit. Another important point is not to orbit the lot looking for a close spot. Quite often the outer fringes will have plenty of spots just waiting to be taken.
The second thing to think about is choosing a spot you can easily drive out of. Try to pick a spot you can drive into and out of with no reverse necessary. Jockeying around in reverse will use extra fuel. A go above and beyond hypermiler tip is to look for a spot that is up a little hill, so that you can coast away in neutral when you are leaving. When you are leaving your engine will be cool, and warmed up engines are a little more efficient. So if you can coast away, you are giving your cooler engine a little break and saving some gas.