Hi,
I had an RX-8 for 18 months and changed it for the Zed I've had for the last 20 months. In my opinion the drive in the Zed is leaps and bounds ahead of the RX-8. Sure the RX-8 has fantastic steering and is very agile on a twisty piece of road but the Zed can match it (although to me the Zed does feel a little heavier). Where the Zed excels itself is with its engine. The flexibility that the Zed's torque gives you is streets apart from what you'll be used to in the RX-8. If you aren't pushing hard, you can drive everywhere in 6th gear and forget about the gearbox, its that good.
You do not get explosive acceleration but if you jump straight out of your RX-8 and get into a Zed you should notice a significant increase in drivability.
The fuel economy is slightly better than the RX-8, my on board computer tels me I am getting an average of 26.5mpg. This includes a fair bit of motorway driving but I am also very heavy footed when I'm not on the motorway so its a fair reflection of all-round usage.
I agree with most of the plus/minus points that manc350z wrote however some of my thoughts are:
The driving position for me is much better in the Zed
The steering is sharper in the RX-8 and its more nimble however the handling, especially if you like sideways action, is better in the Zed
Overall, I rate the Zed much higher than I do the RX-8 but I like them both. If you change, you will almost certainly like the Zed, unless you really are after back breaking acceleration, in which case you'll need to get a Scooby or an Evo.