Okay, this one hit a nerve!
No, I'm not going to stand here and lecture anyone, but I'm just going to state the facts!
Yes, you can go with the max listed on the tire sidewall, but this is listed on the sidewall as an absolute max pressure for safety when hauling max loads. Will it give you slightly better MPG? Sure, because a harder tire doesn't deflect as much so the rolling resistance is thereby lower. This can also be a negative from a safety perspective- see below. For "normal" loads, the manufacturer's specs on the door jamb, glove box door, or fuel door should be followed. So, when hauling max loads set them at the max on the tire sidewall, but when you're done with that task, put 'em back to the factory recommended pressures.
Here's why:
The vehicle manufacturers test their vehicles under various conditions, both on and off skid pads, and on both on wet and dry road surfaces, AND under all modes of braking: hard, soft and panic conditions. All manner of driving manuvers are made under the aforementioned conditions, and the bottom line is to optimize the vehicles traction performance by constantly adjusting the tire pressures until the best overall performance is obtained. This is done to optimize vehicle safety!, which is the primary concern! This takes priority over MPG. Vehicle manufacturers have learned this the hard way, through the school of hard knocks, law suits, and lost lives, so heed the warnings and put vehicle safety first!
So, the bottom line is that while inflating your tires over the manufacturers recommendations will yield better MPGs, you compromise tire adhesion, and thereby vehicular safety, especially under wet road conditions.
While there may be a million differing opinions on the matter, these are the bottom line facts. The OEM's would not go through the hassle of testing their vehicles under all these conditions to optimize their tire adhesion performance through the adjustment of tire pressures, especially if there was not a benefit to be gained by doing so. That benefit is better handling performance through better tire adhesion, which ultimately equates to better vehicular safety! It's not only your life that's at stake, but everyones! Follow the OEM recommendations, please!
With respect to checking tire pressures, they should be checked at every oil change, or every couple of months, whichever comes first! Some even recommend monthly! The NUMBER 1 cause of tire failure is underinflation. This causes tires to overheat and fail. Underinflation is caused most often by not maintaining your tires, which means not checking and adjusting the pressures at regular intervals. If you do your oil changes at the factory recommended intervals or even better yet, sooner, and you check your tire pressures at this time also, you should be just fine. Oil changes however are a whole different issue ripe for debate as well. Here again, the facts stand on their own, and heresay and ignorance of the facts, create all kinds of urban legends here too.
You can't go wrong following the factory recommendations. Think about it: When the car is under warranty if you follow the factory recommended service intervals and you have a problem, they pay! If the factory recommended service intervals were not adequate, they would still have to pay, and there would be more failures to pay for because the inadequate service would hasten these failures. So, the factory will recommend service maintenance intervals to protect their own interests by limiting failures induced by inadequate maintenance. This means they will err on the side of more frequent maintenance, to extend the longevity of their products, which reduces their warranty costs!
Happy Motoring! ;-)