I wouldn't say the fuel economy for the VFR800 is great. Most owners seem to average somewhere around 40 mpg. It's good, but BMW has done a better job with the F800's gas mileage.
The ergos lean toward the realm of sportbikes; in fact, sitting on mine feels pretty close to the ergonomics of a CBR600F4i. If you want something more upright and stretched out (like the BMW), then the VFR isn't for you.
Another spendy maintenance issue is with the cam chain tensioners, though this one isn't up there with the cost of the valve inspection. But being a Honda, the reliability of the bike is pretty good and it's not too likely you're going to end up with a lot of other service issues.
All in all, I'm pretty happy with my '04 VFR and saved by buying it in the US. I'm not interested in changing the stock exhaust, but keep in mind it'll cost almost double to do so on the VFR because of the dual exhaust (plus the Power Commander).