My Cobalt took a 1000 miles or so before I started getting really GOOD mileage. I was mostly highway driving at the time, and getting ~26mpg. +/- 2mpg. After that period I was, am, and will be getting a consistant 28 in the city, and 33 on the highway.
Good idea to take it in for the headlight and window issue. I didn't have any issues with my car, fortunately, but that headlight thing could be trouble, they aren't supposed to do that new, after all -- and I'm sure the window trouble is a pain.
Don't worry about the mileage, it'll go up significantly in time.