Never driven an S2000 so I am in no position to comment on that car. All I can say is that I had a 2006 Mazda MX-5 (tastefully modified) before I bought my '07 MCS. I've done the convertible/roadster thing and while there were days where driving the car was pure heaven, there were too many other days where the car was annoying. For 90% of the time, I wanted something else.
Some of the problems that I had with the MX-5 probably wouldn't manifest themselves in an S2K but many of them will, such as practicality, comfort (engine/exhaust noise, wind/road noise), etc. Most importantly though, the S2K may have the edge in pure numbers with regards to acceleration, but the new MCS with the turbocharged engine produces so much torque low down that I am sure it will at least feel as fast as the S2K around town. There is really nothing better than being able to easily pass someone in 6th @ 2,500 rpms.
All this said, there is nothing I can do for you except to recommend that you drive both. The MCS will be cheaper (free maintenance and in terms of MSRP, given you don't go crazy with the options) and much more practical. The S2K is a RWD roadster. Pretty obvious stuff here but you won't learn much unless you drive them both.
As for the objective questions you asked:
MPG: 27 in the city (Phoenix, summer, A/C on full, barely over 45 mph at times); 29 with no A/C.
33 mpg on highway (80 mph avg., A/C on); 36 mpg (80 mph avg., A/C off)
Gearbox: Not as good as the S2K but perfect pedal placement makes for amazingly easy rev-matched downshifts. A shorter throw would be nice and you can get that done on the MINI for 60 bucks.
Space: I fit a sofa in the back of my MINI. Can't do that in a S2K.
Otherwise, I'm glad to answer any questions if you have any.
In the garage: 2007 MINI Cooper S
WARNING: What you have read is an opinion. Yours will differ.