Here's one excerpt from the Cato Institute site, a longitudinal study of immigrantion since the 1940s, including "illegals:
http://www.cato.org/pubs/policy_report/pr-imtax.html
Net Balance for Undocumented Aliens
In the previous chapter, the expenditures on illegal aliens
were estimated to be about $1,390 per capita, which is
considerably less than for legal immigrants and about 38 percent
of the level for natives. This means that, if, on average,
illegal immigrants pay at least 38 percent as much taxes as
natives, they will be paying their own way.
Clark et al. (Table 6.2) estimate that the 2.8 percent of
the undocumented population in the seven states pays 1.3 percent
of the total of sales, income, and property taxes, or 1.3/2.8 =
46 percent as much taxes as natives. If--and there seems little
reason to estimate a higher or lower figure--the same proportion
holds for total taxes, then taxes paid by illegals more than
offset the costs of the services that they use. That is, the 46
percent of the average natives' inflow that immigrants pay in
taxes is a greater amount than the 38 percent of the average
natives' outlays on the illegals.
And assuming that total U.S.
inflows balance total outlays, and that other public outlays on
account of illegals are not greater than for natives (indeed,
they surely are much less), illegals are more than paying their
own way and are contributing to the public coffers. If one were
to make any reasonable accounting for the low marginal
expenditures on public goods such as defense and foreign
activities in connection with illegals, the accounting would look
even more favorable for illegals.
EDIT: I see Donger just cited the same study.....I'll have to examine it more closely to see the distinction between immigrants and illegals they are making....