You're right for the most part; despite massive improvements in fuel efficiency for forced induction engines, they still require a lot of premium fuel.
I guess the main difference between some vehicles you've listed might be the power curve. The turbo engines often have usable torque at lower engine speeds. Lower engine speeds generally mean less fuel; however, prod the accelerator too hard and turbo motors gulp fuel to maintain air-fuel ratios.
And yes, paying for premium fuel is a penalty, but really if you're looking for best efficiency then there's no need to look beyond something like a VW Golf Wagon TDi. Any of the cars you listed are purely more waste; nobody needs 300+ hp.
Still, it's not easy to be a responsible consumer regardless; a lot of energy goes into making and maintaining any new car.