I use Chrome and have the "New Tab, New Window" extension installed, so all new tabs open in new Windows instead. For me it's easier that way. I got used to new Windows for everything with IE, so I kept it that way with Chrome. I also use "New Tab Redirect" so all newly opened windows start on Google (my chosen start page).
I don't know about data, but I do know that it takes more processing power and memory to have an extra window open vs an extra tab, but I have a decent processor and enough memory in this that it doesn't affect me. With my Acer Aspire V5 notebook, that would be a different story. That thing can barely handle and open window and a mouse move at the same time. :)