To answer the original question, last week Edmunds.com posted one of those "testing fuel economy myths" type articles, and specifically looked at removing the x-bars from a Buick Enclave. They claimed a 1% improvement in fuel economy:
http://www.edmunds.com/advice/fuelec...8/article.html
If I had a vehicle that came with OEM racks, I'd also remove the mounting rails (that run fore/aft). Let's not forget we live in a world where more often than not you're driving in crosswinds. Those rails are going to hurt in those conditions. Possibly even more than the x-bars in a perfectly straight headwind.