I'm on my fifth CTD now, so I think I have a pretty good reference.
Generally, the older trucks get better fuel economy. That said, driving style, transmission, gear ratio, DRW or SRW, and weight of the truck make a difference.
The first generations were obviously the mileage champs. Partly the engine and partly the weight of the trucks. They were lighter then.
My '03 lost about one MPG (highway) to the '99. Again, the '03 was heavier, but I think the engine plays a small part. Around town the '03 fared worse, but I think that is my driving style. When I've got the power sometimes I use it.
These comments are based on mileage before I added fueling boxes and other enhancments. Generally, these cost you mileage. Partly because of your foot, and partly because you go faster up the hills.
I haven't got a read on the '05 yet. I expect it will be lower because of the DRW, weight, and more available horsepower. I think emissions requirements may be driving mileage down some. That is one reason to consider an after market fueling/timing box that can be set to "stock". The aftermarket guys don't have to worry about emissions so they can set the engine to run at optimum injection timing for fuel efficiency. At least they can in theory.