I've just moved over to an R33 GT-R after owning a Stg3, Big Turbo Escort Cosworth for 5 years.
Fuel wise, the Skyline drinks it likes there's no 2moro!!

The parts for a Skyline also cost alot more than a Cossie. £1000+ ish for an HKS Intercooler!

Reliabilty is more in favour of a Skyline than a Cossie however I think, and my GT-R doesn't seem to go in a big huff after a good booting like Cossie would!
imo, my GT-R drives much nicer than my old Cossies, sounds nicer, looks nicer and goes better too!
Both really nice cars mate, love em both - but I'd say go get a GT-R!