Honestly there aren't many differences in the WRX's in terms of reliability. The EJ205 and EJ255 used in the USDM WRX (02-14) is pretty solid though sometimes people push them well beyond stock levels. Biggest problems relate to oil starvation.
The transmissions in the 02-14 WRX are pretty similar. The "AA" gears are a little weaker, though the difference is often exaggerated. They were only used in the 02 WRX and some 03 WRX's (never clear exactly when they switched to the "BA" somewhere in the middle of production). The 2.5L debut'd in 2006 which brought more torque potential for modders and added some more transmission stress but the transmission 06+ isn't a downgrade just has a bigger motor in front of it.
What year would I buy? 2016, no question. New car financing, huge resale value, you can be 100% sure of the mods done to the car (none), warranty alleviates a lot of risks.
In terms of stock power levels, the WRX came in 227 HP trim 02-08 and ~260 09-16. In terms of power potential, the extra 0.5L of the 06-14 is the best though the new FA20 (15+) isn't that far behind. In terms of handling, the 08 WRX came setup nearly like a stock Impreza but I can't imagine many out there are still on stock parts so basically no difference until the superior 15+ chassis. The 15+ transmission is vastly superior too and the AUTO is not only available again it's not terrible either.
2015 STi: Still Stock
04 STi, 04 WRX: SOLD