If you're that concerned about gas prices, you shouldn't really be driving a Z, IMHO.
The fuel costs are apparent when you buy the car. The dealership doesn't try to hide anything. Low fuel economy, high fuel price due to the recommendation of premium, ect.
The whole purpose of the higher octane fuel is to resist detonation in the higher compression engine of the VQ35. Same recommendation went for the high compression VG30, turbo'd VG30DETT, still applies for the VQ37, ect. When you force more air into an engine, the fuel has more of a tendency to pre-ignite, or detonate.
That's where your knock sensor comes into play. When the engine detects detonation (knock, ping, pre-ignition), it automatically retards the ignition timing to help prevent damage. When you retard the timing, you get a lower power output, obviously.
Now here's where it gets tricky: You can actually get worse gas mileage by switching to regular unleaded! I've used regular 87 in my 2+2 for a fill-up before, back when the hurricanes made premium scarce, and I documented my mileage. On 93 octane, I average 21 mpg, 23 mpg highway. When I had to use 87 octane, I averaged 18 mpg, 19 highway! on a 16 gallon tank, that's a lost mileage of 48 miles total, or 2 gallons of fuel! So yes, the tank will be cheaper when you're swiping your card, but will it really be in the long run, after factoring in lost mileage, lost performance, and possible repairs caused by complications of using a lower grade fuel?
Granted, on a Z33, the mileage drop might not be as severe as in my Z32, but you will lose performance and mileage, since the engine won't be operating at its optimum performance level, and thus, will have to do more overall work to compensate for the lost performance (the engine has to work harder to get from A->B).
So based on fuel costs alone for me and my mileages:
We'll use $3.50 for regular
And use $3.70 for premium, as most places are $.20 more for premium
16 gallon fill-up on premium @ $3.70: $59.20
16 gallon fill-up on regular @ $3.50: $56.00
TOTAL SAVINGS: $3.20
Now factor in that 2 gallons of fuel @ $3.50: $7.00
NET LOSS: $3.80
NOTE: These were my findings on a Z32. The Z33 may respond to regular fuel better, but I highly doubt it, seeing as it is a high compression engine that highly recommends premium fuel. Wow, that was a long post.