While undocumented workers pay more into FICA-funded programs than they take out in services, those are generally federal.
Illegals probably consume higher per-capita services than legal immigrants or citizens, if for no other reason than being lower income. Lower income people consume roughly comparable amounts of some services, and consume higher per capita police, locally-funded health clinic, etc. resources. As well, they're unlikely to pay as much per capita property tax (via rentals). If they have children, their education would cost more (due to ESL programs), although I'm not sure what the rate of having children is among this class.