fuel injection and coils?

We have an 03 megane and it ran fine until a month ago. The 'check fuel injection' sign is constantly on unless we restart the car.
Lately the fuel amount has not been very good, we are only getting 100miles our of £20. Could this be linked to the check fuel injection? How much roughly does this cost to replace?
Also we have currently replaced all 4 coils and the spark plugs, hoping that this would help. According to the AA computer one of the coils is still missfiring!!
Any help is appreciated!