Do you know of Steve Dashew ? He's an American naval architect and author who has built and extensively cruised a number of very lovely yachts, renowned for their inovative designs and systems. His latest boat is power and his claim is that because of it's design it will cost no more than his old sailing boat to run. Mind you that was before the current run on oil prices which might have stuffed up his calculations just a mite.
You can read more if you are interested at SetSail.com: The Ultimate Sailing & Cruising Reference
. I would note that his last sailing boat was something like 80' feet loa so not exactly a pocket cruiser.