Actually, when pushed hard, you're not gonna notice it at all. It's usually the more leasurely and quiet driving that makes it obvious.
As for the MPG, i'll admit that it's held its own in the town rating. I very rarely fall under about 20-21. However, the HWY is my huge gripe...on entire trips on the highway, i'll be lucky to get sticker to maybe 26. I know it's rated 25 but that's with the new rating system. If you were to cruise at 60 for a whole tank with the windows up and the A/C off in 70 degree weather, tipping 30MPG shouldn't be tough to do. Take the 1st gen MS3 for example...30MPG talk is far from unheard of.
Oh believe you me...I owned a new RX-8, so I KNOW what bad gas mileage is. 230HP and 159lb-ft TQ with an amazing city rating of 14 city/20 hwy got old WAYYYY too fast. I love the MS3 for all that it is, i'm just mearly saying that it's got its flaws though, as does any car. I previously owned an MS6 as well and aside from the AWD, it's a complete hands down win for the Speed3.