calculate your SAC, that'll give us an idea of how much of an air hog you really are. I dive with guys that are considered "normal" but they thing they're an air hog diving with me. I feel the same way when diving with some of the girls who have like .35 sacs. Mine is low but it's double what there's is.
If you're a big dude, which I am, especially if that is muscle, then you'll almost always have a fairly high sac rate. It takes a LOT of O2 to move big leg muscles, so if you're kicking a fair amount then it may just be that. Calculate your SAC and figure out where you're hanging out. If you're somewhere around .7, you're doing pretty good, especially for a new diver and an older one.
Breathing "deep" isn't quite what you want to do... You want to breathe from the bottom of your lungs, but no where you're taking truly deep breaths. You want to move a little tidal volume. They tell you do breathe "deep" because you shouldn't have air just sitting in your lungs, that tends to screw your buoyancy up a lot and if you breathe "deep", like the deep breath's at the docs, then you're buoyancy will be all over the place. I take fairly small breaths, and end up basically yawning every once in a while. Not a big deal but you have to expect the buoyancy change