I kind of fall into this catagory.
I had a WRX when my wife got an 03 non-turbo Baja 5 speed, then that was totalled, then she got a 04 turbo baja auto-slapstick. That was less than the 03 by about 500 bucks by the time we got done dealin. The 04 was on the lot a looonnnng time and they were happy to finally unload it. Our 04 came with everything(splash guards, rubber mats, carpet mats, leather trim, premium sound system with door tweeters, 6 disk, cargo net, bed extender), the 03 did not. Then I traded my WRX for a 04.5 VW Jetta GLI. We still have the 04 Baja-t.
The Baja is not a WRX. Not even close. The baja-t is a lot slower, a lot more rolly-polly(still better than all mini-trucks), the tires rollover, wicked under steer, less head room, more blind spots, less interior space for passengers, seats are flat, can't get the driving position quite perfect like in the WRX, worse mpg, worse aftermarket support (almost non-existant)....
The Baja will lug your stuff like nobody's business. It will tow a lot more. A classy, more sofisticated interior. Ground clearance is important to us as we are in snow a lot and rough rocky trails that the wrx couldn't handle. That short little bed has proven its self time and time again. We're remodeling our 30 year old house and there is just so much more stuff that will fit. The baja is our family car, its relaxing to drive, the auto is just what I needed to make that slow transition from "hot-rodder punk" to " soccer Dad." Yet, I can still whoop it up in the Baja if I want. The Baja is stealthy here in New England. The cops(or ricer punks or domestic owner short pee-peed people looking to prove something) aren't out lookin for Bajas, they're lookin for WRXs.
So I quess my message here is the two aren't comparable. Yes, they both have AWD, and both say Subaru. One is a sporty car, the other is an Outback with a bed and a little more power. The WRX can be tossed around, The Baja can have stuff tossed in it.
edit; the Jetta GLI(1.8T) is slower than the WRX also, slightly faster than the Baja-t. The 04.5 GLI is beautiful, the baja and wrx are not. The FWD 6-speed will hinder me when the snow flys, so I'll be hoggin the Baja from my wife more often