Well, this is interesting:
During their working life, undocumented immigrants in the United States will pay, on average, approximately $80,000 more in taxes per capita than they use in government services, owing to the fact that they are not eligible to take advantage of almost all of the social service programs offered by the federal government, according to a study released by the National Council of La Raza....
The report cites the Texas Comptroller's disclosure that, in 2006, undocumented immigrants paid about $424.7 million more in state revenues - including sales tax and school property tax - than they used in state services, including education and health care.
This isn't a comprehensive accounting of the economic effects of illegal immigrants, of course. Some probably end up sending a fair amount of money home (i.e. abroad). But the fact that this basic data suggests they help the economy does make you think that the rush to blame immigrants for a lack of jobs, or crime, or empty public coffers, is based less on fact and more on some subconscious need for a scapegoat.