The basic Slip-On kit doesn't adversely affect fuel consumption and some owners even do marginally better than before because the motor drives better low down, so they hold a higher gear.
With the Full Monty installation, you're looking at around 136 - 138bhp at the rear wheel, a big gain over a typical stock 122bhp or so. You can't get that sort of extra ooomph without burning more fuel, though.
That said, if you are moderate with the throttle, you won't notice a major reduction in mpg.