[blue2000s]

In general turbocharged engines require lower compression ratios to accomodate reasonable boost levels without preignition. This results in "lazy" engine response when off boost and a serious lack of torque off boost. The throttle response isn't particularaly great either. Direct injection is improving all of this, but still not eliminating it.

Often it's difficult to have a turbo system that can spool fast enough for low end torque yet still provide satisfactory power up to redline. Turbos just don't have the wide operating range that an engine requires. This is why Porsche has the variable vane turbo and Mazda had the twin sequential turbos. I can attest to the earlier statement about the powerband of the WRX. There's no power until 3000 RPM. Low speed turns in 2nd gear are frustrating. I find a 3 liter normally aspirated engine much much more satisfying to drive than a 2 liter turbo of equal power.

Turbocharged engines are more highly stressed, they run hotter, the combustion chambers see significantly higher pressure. Because of this the cylinders and pistons must be more robust and therefore heavier and more expensive. The former lowering redline. The turbo, piping, intercooler, ect add weight and expense as well. In general the turbocharged car is heavier and more expensive Kthan the naturally aspirated equivalent. All the extra stress means the engine and other parts won't last as long and need to be serviced more regularly. They are also more expensive when serviced.

Depending on driving conditions and habbits, there might be a fuel economy advantage to the turbocharged car. For exampleq, highway driving is off boost so consumption of a small 4 cylinder is better than a larger 6. But if the driver uses the car's powerband, the turbocharged economy will be worst than the non-turbo. Tubocharged cars tend to run more rich under boost to keep the intake charge cool.