If your budget allows, go with the STI. The 2011 have many cool things that set it apart of the WRX. Not saying the WRX is bad, I have an 05, but you get from the factory multiple tunes. The Driver Controled Center Diff (DCCD). You can get the big "park bench" wing back in the sedan. I always tell people its drivers car. Someone who wants to customize their driving experience. Plus the things I mentioned are on top of all the other things mentioned before like the brembo brakes, the near bulletproof tranny, the better suspension. It is a car that if you don't plan on sinking a lot of mods on it, you could keep it stock and still be very happy. I don't know why you would though! Either way man you are going to be getting a great car. The STI does have a Limited option as well so if those convenient features really do it for you then that may be the way to go if your budget allows. Also, I would recommend if there are features that don't come on it but you want them, like heated seats or leather, ask your dealer if they have somebody to do that. I know at the dealership I used to work at we worked with a company that replaced cloth with leather and it looked identical to stock and actually their heated seats were better than Subaru's. I have their after market setup in my car, and my wife has the stock heated seats in her Impreza.
Sorry for rambling their are a ton of ways to go about it. Rest assured you will be getting a great car from a great company. You can't go wrong, it just depends on budget and what you want to do with it. Good luck man. Ahh I love hearing about people finally seeing the light and coming to Subaru, way to start my day off right!