Not to sound mean or anything but this is the WRONG car to be worrying about gas mileage with, LOL! If I actually get to drive my Cobra, it's not uncommon for me to fill up at least twice a week!!!!! That's expensive (and I drive EVERYWHERE when I get the chance, LOL). But as far as your problem, you'd have to start calculating you MPG's, because it might be like Carl said, you're egging the gas more just to hear the exhaust, with is also VERY common. Good luck!
-Mike