1) They all drink fuel lower BHP ones can drink just as much through overly-rich mapping, etc.
2) They cost more than your average car to service and get oil changes, unless you do it yourself with imported parts Because there is no main dealer network expect to pay premium prices for practically everything
3) Regardless of how much you pay for one it is worth bearing in mind that they all cost A LOT more money when they were new. Cars that originally cost are made up of expensive parts, so if the big parts go wrong - expect to have to write cheques for thousands. Just because you buy an R33 GTR for RM215K doesn't mean a new gearbox/engine won't set you back RM20K+ (it will when your oil pump goes).
"Uou can only comfortably run a Ferrari if you can afford two" applies in a lesser way to Skylines. You should, if you want to be comfortable, budget to have a pool set aside for a rainy day - especially if its an older car.
If drive it like you stole it 24/7 you should expect it to bite you on the ass big time (7500rpm, bouncing off the rev-limiter, high G accelaration/corner, oil issues/sump starvation, ......)