There's something strange I've noticed about human (or at least mine, which is close enough) psychology when it comes to the "you're almost out of gas" dash warning light. I have two vintage cars that don't have it, and two slightly newer ones that do. On the vintage cars, I'll usually fill up when it's roughly around empty. Sometimes I'll push it until that needle's really hugging E (or R, as the Germans like).
But it's nothing like how I treat the gas warning light. On those cars, I've been Pavlovian-trained to not even think about filling up until that light comes on. And then, perversely, I always seem to see how long I can go before I crack and buy gas. Because I'm stupid.
But I don't have to be ignorant and stupid, thanks to Tank On Empty. This site gives you the distance you can drive when your fuel low light comes on, for a wide variety of cars. The data is all crowdsourced from real-world driving experiences, so while I wouldn't take it down to the quarter-mile, it's probably accurate enough to estimate how screwed you are or aren't when you're out on that desert highway.
Plus, it's interesting to compare the on-empty ranges of different cars. It allows for what may be the only time a Pontiac Aztek will beat a BMW 3-series: 61.98 miles to 43.46 miles! We wrote about this first in 2007 but it appears to have a larger database now.
One thing worth mentioning, though: lots of electric fuel pumps are very finicky about being run dry, and can burn out if you run out of gas too often. So while it's okay to take some risks, it's best not to have that pump sucking air.
UPDATE: I think we may have crashed the site with all the traffic we sent there. Sorry!