VW GTI here with DSG transmission. The sport mode will use more fuel because the RPM shift points are all higher. I use Sport for autocrossing; just put it in S, turn off the traction control and use launch control: floor the accelator pedal, revs to 3500 and takes off when I take my foot off the brake. Around town I either put in in D or use the paddle shifters near the stearing wheel to shift.