There is a thread in Members Car Gallery with a bunch of old skool wagons.
There is no reason to avoid the wagon. The differences are a hatch that weighs about 80lbs more, a rear wiper, folding seats, cargo cover, roof rack on some models, rear tail lights and rear spring rates/length. It gives better weight distribution and rotates more easily. The wagon can use sedan springs without any issues. Drops about 1/4" more in the rear. Pretty much everything else is the same.
There are more differences between trim levels than between sedans and wagons.
Rear spoilers are harder to find and cost more.
Blue wagons are invisible to police.