A lot depends on your cars weight, as it will effect how any given tire will perform. On a GC8, it would be hard to argue that a 16" wheel with the appropriate tire isn't the way to go.
As you get into the 3000+ lb category, its harder to get a 16" tire to match the response of a 17" equiv. So for a WRX, it would be between a 16 and a 17" wheel.