I haven't found the maintenance to be overly burdensome at all. And as for gas mileage, a number of the common mods can actually improve your gas mileage instead of making it worse. Gas is, however, the biggest expense, IMHO. It needs 91 octane or better, and these days that's pretty pricey. Here in the southeast, it costs me about $45 a tank, which is usually good for about 260-300 miles (depending on how aggressively I'm driving this week!) or as much as 320 or so on the freeway. My fiance gets about the same distance out of her Ford Focus with 2/3 the gas - and cheaper gas, at that. I usually fill up about five times a month (slightly more than once per week), she fills up about the same. Costs me about $50 or so per week in gas, her about $30. So there's a definite difference.
Also, a few odd parts are going to be quite a bit more expensive than usual. Best example is spark plugs. The iridium plugs in the WRX are $12 a piece, vs about $2 for typical plugs. And if you follow what most of us have done and switch to synthetic oils, that'll cost you more, too. They're not strictly necessary, though. And if you do switch to synthetic, you can probably get away with changing them less often. I'm probably crazy for using synthetic motor oil AND changing it every 3k miles, but what can I say? I love my car.
But really those are the only things that'll bite you. The cars are quite reliable. I've got 47,000 miles on mine, and I've only had one very weird electrical problem (ECU went bad) that I think is extremely atypical. Other than that, no problems at all.
Sorry, all of that is a long winded way of saying that other than switching to premium gas, it's a little bit more expensive than your typical compact sedan, but only a little.