For GA aircraft that stay at lower attitudes carrying the extra fuel for a direct flight certainly amounts to more fuel burn. But It seems to me that, in the case of large airliners, the process of landing then taking off would burn more fuel than just flying past. So I ran some numbers through a flight sim fuel calculator to see what I got.
I used the calculator at Simbrief.com. I have no idea of the real-world accuracy of it, but it took a lot of variables into account.
I used a their 777-200ER model for a flight from LAX to JFK with 250 passengers. BOS was alternate. I routed it over the MCI VORTAC (which a great circle route comes within a few NM of anyway).
It calculated trip fuel at 54,878 lbs.
I then ran it with a stop at MCI. I used the same SID out of LAX and the same STAR into JFK.
It calculated the LAX-MCI leg fuel at 32,280 lbs, and the MCI-JFK leg at 28,676 for a total trip of 60,956.
Stopping at MCI took 6,078 lbs. more fuel,which is about 11%.
The farther off the route the stop is the bigger difference that would be. The reason non-stop flights generally cost more than connecting flights obviously has more to do with economics, passenger logistics and convenience than fuel cost.