Hi Danny,
usually turbo engines consume more gas at full load than atmospheric ones but this would work on exact the same engine only. Ferrari's layout (high revs, shorter gearratios) don't generally improve gas mileage whereas the Turbo-Porsches are far from their maximum in terms of reliability and output. Enhancing the later is much easier on a Turbo than on an atmospheric engine (in certain limits of course).
Turbos use a certain amount of gas for cooling purposes as far as I know (they inject more than necessary at full load) but this might be for certain models only.
The big disadvantage of Turbo-engines is their turbolag and sometimes a not very linear response - Porsche solved this problem pretty well by now.
This also is mainly important with high-output engines and RWD since tires can break loose pretty fast - the above mentioned turbo-cars (Mitsu Evo, Subaru Impreza, 996 Turbo) all have AWD which cures the problem pretty well.

Audi launched the Turbo-Direct Injection models recently (also available in the new Golf GTI) which seems to reduce gas consumption to a certain extend.
By the way, WRC rally cars have a very complex intake system to solve lag which is in my eyes too complicated for serial production yet.
I am no expert on turbo engines specifically so I hope someone can assist me on this issue...