I played the supercharger game for a few years and switched to turbo because I wanted something different. Staying supercharged left much to be desired and I'm very happy I made the switch. It's a whole different balllgame when you get in to the turbo world, but it's also very rewarding with a 3800.
There are quite a few who have made the switch and I have yet to see anyone post they regret going the turbo route. Everyone who has made the switch to turbo all same the same thing. "I wish I had made this decision sooner."
Cost wise is a bit more up front, but the payoff in the long run is worth it IMO. With that in mind turbo isn't for everyone and many choose to stay supercharged. Is it bad-No, but I gurentee if they switched and used the same modifications they would be quite a bit faster than staying S/C.
My car is relatively stock engine wise minus the kit and IC. On 11PSI(stockish boost when converting) my 198,000 mile car put down 286hp/3XXtq. I refuse to play the what if games so you won't find me stating if I had such and such mods I would have put down such and such. Are the numbers low, probably, but I could careless cause the car is much more fun to drive now. Click the link in my sig and you will find my story with pics and build info with before and after dyno numbers.
TBH I will never own another GTP, and the first mod I do on one will always be turbo.
To answer the MPG question, I personally have NOT noticed a difference either way.
Cost wise:
Used Cartuning kit with A2A IC-$2300
Built trans-$2100
Total=$4400
If I had to do it all over again I would have done the same. Overall with all the little **** on top of the turbo-oil leak fixes, upgraded FP, and a bunch of other **** the total is more than the car is worth. However I knew it would happen when I went turbo, and I was content with it because I love my damn ****box.