The obvious advantages of the manual over the automatic:
5 gears instead of 4, so your ratios are tighter meaning faster acceleration.
Mechanical coupling between the engine and the wheels instead of a fluid one, meaning a higher percentage of the engine's power will get to the ground.
No sloppy electroics to decide which gear you SHOULD be in, meaning it won't ALWAYS be in the wrong gear for what you want to do because you can downshift BEFORE you romp the gas to accelerate and you can keep it in the lower gear as you enter the corner so you can apex and go without having to wait for the trasnmission.
I can't speak of how hard or expensive cuz i haven't done it (yet). But i know a bunch of people around here have and i haven't yet heard anyone say "I wish i had kept my automatic"