I'm not sure of your exact tasks, but the hydraulic shuttle is nice, and there have been few problems reported here. I suspect the fuel savings over a hydrostat would be substantial, McMxi could probably report.
The M6060/M7060 has a 23.8 gallon fuel tank vs. 11.9 for the MX (cab model), so the MX is getting refilled way more often which can give the impression that it's not as fuel efficient, but overall, based on my experience I'd say that the bigger tractor is more fuel efficient regardless of the refilling schedule. The next sentence might help to shed some light on that.
Another thing to think about is the engine rpm required to turn the PTO at 540 rpm. For the MX it's 2,660 whereas it's only 2,160 for 540, and even less at a mere 1,828 for 540E, which is an option on the M6060/M7060. And then there's rpm management that's not available on the MX but standard on the M6060/M7060. I use that feature a lot at my place due to the hills. With rpm management turned on, the engine speed is maintained as the load on the engine changes.
If looking at the cabbed models, the M6060 cab is a lot quieter than the MX6000 cab. The difference is significant. Also, the M6060 has both power and height positions for the loader whereas the MX6000 does not.
The OP hasn't asked about the M7060, but it's worth looking at the differences between both models. There are quite a few differences between the M6060 and M7060 that make the latter model worth the extra cost ... to me at least. I've mentioned this a number of times, but had I ordered an M it would have been the M7060. The M6060 was sitting on a lot in Sheridan, WY and was priced around $10k under current pricing at the time because it was ordered before the big price increases. Had I ordered an M7060 I would have been looking at having to pay at least $15k more over what I bought. Saying all that, I have zero regrets re the M6060. It is an excellent tractor.
When you consider the differences listed below, the $3,600 added cost for the M7060 seems like an excellent value, but it's the difference in the transmission i.e. closer gear ratios, that appeals to me, even if just in theory. The other features although nice, aren't a big deal. For example, the 4WD lever in the cab of the M6060 is way, way, way nicer and easier to use than that awful lever at your feet in the MX6000. There's no messing with the accelator, rocking the tractor back and forth to engage 4WD, and there's a 4WD light in the dash panel but none on the MX. Would a switch on the dash be nicer, sure, but the lever works, and works well.
M6060 vs. M7060
Net engine hp: 63.5 vs. 71.0 (easily remedied with a programmer ... it's the same engine after all)
Torque lb-ft: 169 vs. 191 (both at 1,400 rpm but see above)
PTO hp: 56.0 vs. 64.0 (see above)
Transmission: F12/R12 vs. F18/R18
Over Drive: None vs. 6th gear (limits rpm to 1,960)
Parking brake: Foot pedal lock vs. transmission lock
Hydraulic pump: 11.0 gpm vs. 16.2 gpm
Brakes: Mechanical wet disc vs. hydraulic wet disc
Differential: No limited slip vs. limited slip on front differential
4WD: Mechanical lever vs. electric over hydraulic switch