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I am deciding between 3 cars for my next car that I will be getting in a few weeks and would like to know your honest unbiased opinion on each. The cars are: 1) 2006 Toyota Caldina Zt (with the 2000 cc vvti D4 engine) 2) 2007 Nissan Skyline 250GT (2500cc V6) and 3) a 2006 Honda Accord Euro Type S (2400 vtec) Thank you for your time

All things considered, the Accord Euro would be the preferable all-rounder. The Caldina is great when everything's going right, but the D4 engine can suffer carbon build-up problems when the mileage gets up a little.
The Skyline 250GT is stylish and smooth to drive, but the V6 is quite thirsty. Although the 250GT from this era should be equipped with a conventional 5 speed auto, we're aware of some of the 350's having CVT which is less reliable and expensive (if not impossible) to repair - so if you are considering one of these make sure it's a 5 speed auto.
The Accord Euro is the one which is least risky and ticks a lot of boxes. It may not be the most exciting car around, but it has a good reputation for reliability.

Thank you so much for the advice. Ok, so deffinitley no Caldina is going to be purchased by me, therefore what do you think of the Toyota Mark X?
Thanks

Also, I currently have a 2002 Mazda Atenza sport which has the 2.3 litre dohc engine (non turbo) - would this not be of similar thirstiness than the skyline 250gt?

This is quite a different proposition from the others you've mentioned. It is a V6 rear wheel drive car - basically the premium Toyota model with similar running gear and configuration to Lexus models.
It's not a model we have a great deal of experience with (so that could be seen as a good thing!) but does have a high level of equipment, therefore there's more electronics, so arguably more to go wrong.
However, if you are looking for a semi-luxury car, it could be a good proposition.

Sorry, I got called away from my desk while answering your question about the Mark X, and missed your fuel economy question.
Yes, the Mazda is fairly thirsty, but the Nissan more so.
Claimed fuel economy figures for these cars (which you will be unlikely to achieve in real world conditions) is:
Mazda 2.3: 8.6l/100km
Nissan 250GT: 8.9L/100km (or 10l/100km for 4wd models)
Toyota Mark X: 7.9L/100km.
So the Nissan is likely to be more thirsty than the others.

Thanks mate - you have been so helpful.
One last question for you - how much stock do you put in the goverments energywise fuel economy website for choosing a car?

Any information such as this is a useful guide - but it is only a guide - probably not very different from manufacturers' claims, which state fuel economy under ideal conditions.
However, the energywise site groups cars in bands to give a star rating, so perhaps the manufacturers' claims might be slightly more accurate when comparing one car against another.