Well it depends on their contract, but when Ibrahimovic signed for PSG he was on a reported £200k AFTER TAX. When the French introduced their 75% top rate of tax, PSG were paying £47m/year for Ibra to take home ~£11M/year . I wouldn't be surprised if most top footballers have a after tax clause...
On another note, if you were a world class footballer (lets stick with the theme and say Yaya Toure), would you want to play for United/Barca/Arsenal or would you be happy to play for Brighton in the Championship and (inevitably) the Premier League because it's your home town?
Seriously, how much would you spend per week, how much would you save, how much (and what) would you invest?
I'd probably live a comfortable life, but try to invest £100,000 a week in different areas, save £50,000 a week and spend £70,000 a week on gadgets, cars and holidays.