Go 4WD, its not as bad as you may think.
The benefits you get with extra traction in all seasons in my opinion far outweighs any downside.
And correct me if I'm wrong but the way the ATESSA awd system works if varies between full RWD and 50-50 as necessary so its not the same as the constant-4wd systems found on other 4wd cars. But either way you do still have the extra weight of the front diff.
Also, you may think the turbo is overkill but seriously the performance of my S2 Stagea (completely stock) is very close, if only slightly faster than a Ford BA Falcon wagon/sedan. I'd like mine to be a tad quicker but for people like yourself you may find it handy to know what its like in stock form.
Fuel economy may be slightly worse than an equivalent sized wagon (i'll use the BA wagon as an example) on long trips, but city driving should be fairly close. It does depend on driving style, but that goes for all cars.
For example:
Stagea S2 (mine) - city = ~13-14 L/100km, country = 10.7 L/100km (very consistent)
BA Wagon - city = ~12-13 L/100km, country = <10 L/100km (btw dont believe the factory figures from ford. if you want real-world figures, head over to an aussie ford forum and read for yourself - thats what I did when I was looking at the stagea - just for comparison).
And if you want better fuel economy, get an Apexi SAFC-2 installed and tuned and you'll be impressed.
These are very cheap to buy and tune. I plan to get one soon and have worked out it will pay itself off in just 6 months in fuel savings alone.
I'm hoping to lower my fuel consumption to around 11-12 L/100km for city driving and somewhere around or below 10 L/100km for country.
You wont be disappointed with an AWD Turbo Stagea! Trust me!