like hachiroku clan said, both totally different cars.
If your reason for buying the CR-Z is because its "green" you're an idiot.
If your reason for buying the CR-Z is because its fuel efficient, look at the turbo diesels, almost as fuel efficient but with much more torque and power.
If your reason for buying a CR-Z is cause of the looks, well, one man's meat another man's poison, that's up to you to decide.
If your reason for buying the CR-Z thinking its sporty, well, the RX-8 is sportier (in terms of performance, not looks.)
The RX-8 is sort of a princess, she needs to be pampered and well taken care of. You cannot just start her to reverse out of the house for 2 feet and off the engine, she will manja and flood the engine. But, a rotary is a rotary, and nothing drives like it.
Fuel consumption is high though, on par with the likes of 350Z, Evo, Subaru STi.