I bought my 2006 Wagon knowing it would never compare to the cush high speed cruiser that my Audi was. So many friends wondered why I would do such a thing, but the WRX is so much more fun around town, and that's where the majority of my driving is done anyways. Plus, I was sick of the Audi being in the shop.
When I first picked up the car, it was pretty unstable (in comparison) when doing 100 or higher. It was also loud in the cabin. I recently replaced the crap All Season tires with some Goodyear F1's and it made all the difference in the world. Prodrive springs will be next and I'm sure this will make it even better.
It will never be a Euro-cruiser, but I have no regrets. This car is way more fun.