Actually, I've done comparisons in my Zetec and have noticed very little difference in MPG. However, higher octanes burn cleaner, so you really aren't harming anything by running higher than you should, but as long as you buy a decent brand like Chevron you can get away with running 87 all the time.
I recently inspected my fuel pump after over 100k hard miles and not always using the best gas around and it looked fine.
