As far as "do they cost", or "how much do they cost" the answer probably isn't as easy as you might want to believe:
http://www.nbcsandiego.com/news/poli...-92549134.html
"There's a significant body of estimations, of literature out there, that shows there's a 'net plus' to having undocumented immigrants," says James Gerber, Ph.D. professor of economics and director of the international business program at San Diego State University. "It's not an argument for (illegal immigrants), but it's just a serious attempt to provide a numerical estimate of their physical presence."
Gerber cites a variety of studies including those conducted by the National Academy of Sciences, the Public Policy Institute and the University of California, Davis.
"The majority of (illegal immigrants) pay social Security taxes, he pointed out. "Many of them pay income taxes. They all pay sales taxes. They pay property taxes from the rents they pay for the places they rent. Many of them are property owners, in fact."
Source: Illegal Immigrant Costs, Benefits Disputed | NBC San Diego