I was a little surprised when I crawled under my sammi the other day to find that the fuel filter had been removed.  The whole mounting bracket is gone too.  Simply a rubber hose across where the filter should be.

I know you SHOULD have a filter, and I had bought one months ago for a spare.  My question is, does not having a fuel filter affect fuel mileage, or affect the way the engine runs?  (outside of the obvious dirty gas...assume the gas is clean)

Fuel filters in general don't really affect gas mileage, unless they are full of junk.  The manufacturers produce the fuel filter with the intention of not inhibiting flow or pressure. That's the way I've always seen it.  It's just there to keep your engine clean.  SO to answer your question, it may increase mileage a bit (probably less than a 1 mpg is my guess), and you may have a little freer flowing fuel source, but all that junk in the tank and in the gas is going straight in to your engine.  IMHO I don't think the trade-off is worth it.