I don't know enough about that model to recommend it, but I have a loaded Sportline and love it. They really are different beasts though - totally different engines, transmissions and suspensions. I've had mine for 2 months and 2000km now and no issues to report other than the driver's side window pinch-protection kicked in once unnecessarily (known issue).
As for fuel economy, well, the numbers are posted on the vw website. Not the greatest by any stretch of the imagination, but I would hope they are somewhat better than your Mazda. Goes without saying that it all depends on how you drive it. It is VERY difficult not to "exercise" the turbo. If fuel economy is your biggest concern, wait for the TDI which should hit showrooms in the summer.