After having had a 06' WRX and subsequently blowing up the 5spd on a 20g setup then going with a 6pspd, and a couple of my friends who have STI's I will never buy another WRX. The feel is night and day between the two in terms of how they drive. To put in a 6spd WITHOUT brembos or R180 was over 5,000 out the door. The price of the STI is more than justified by the 6spd, R180, brembos, front LSD alone as they absolutely make the car. Nothing against anyone with a WRX as I had one to but the 5spd is awful, the gears are too long, the shifting feel is not good and they're weak, the center diff is also not nearly as effective in snow and rain as the dccd.
My view is if you can afford the STI go for it and you'll be happy you did. I've had a Mazdaspeed3 for the past 2 years and I'm looking at a 2012 STI hatch when its available. If I don't get sucked into V8 land or a 135i.