I get lot's of questions on differences/similarities between the wagon and sedan- many dealng w/ what fits what doesn't. A quick comment on fit, when I say it fits it means it fits well- there are many parts that can be swapped onto a wagon/sedan that "fit", but don't really fit
Differences besides the obvious shape, the wagon weighs more- this differs between model years, but at a minimum your talking 80 lbs- not a lot, but some. The wagon does have slightly better weight ratio57.5/42.5 vs 59/41 for the sedan. Track- the sedan track is ~ 20mm wider, not a lot, but enough to make a difference in what parts swap and what don't.
Lets start w/ sway bars. The front sway bars are different in length (same 20mm diamter though)- the sedan one 20mm longer. What's interesting is that many (most) companoes offer a single front sway bar for both the sedan and wagon- my guess is these are sedan bars. The problem putting a longer sway bar on is your sway links are no longer at a optimum (straight up and down) angle- they become like so \ /. The front sway links also differ, the wagon has "dogbone" plastic/rubber, the sedan spherical (pillowball) ones. They don't swap either as they are mounted differently on the front control arm (transverse link). Rear sway bars are the same- same length, same diameter- the only difference is in 02 the sedan had a 20mm rear bar, the wagon alwyas 17mm, the sedan after 02 17mm as well. Same plastic/rubber "C" rear sway links.
Front control arm (transverse link)- these differ as this is how the sedan gets it's wider track up front. 10mm/side longer than the wagon ones w/ a single mounting tab for the spherical sway link, vs a double tab for the wagon sway link. Folks have/are running sedan arms on the wagon, because they do "fit". There are actually some benefits of running sedan arms n a wagon- wider track up front (vs rear) dials out understeer. You will also see a little more neg camber w/ a longer front control arm. This necissitates sedan front sway bar and sedan links. One thing to keep in mind is the wagon and sedan have different axles up front, it appears that the difference isn't 10mm/side as you might expect, but much less- this has allowed wagon guys to run sedan arms up front w/o swapping axles. I have not measured the axles side by side, so proceed w/ caution if considering this oe play it safe and swap axles as well.
Springs are the same up front- sedan to wagon. The oe rear springs are firmer by ~ 10% on the wagon (117 vs 132 ft lbs). More importantly the differ in free length, wagon springs are slightly longer. This is why when running sedan springs on a wagon you end up w/ "saggy butt"- this difference amounts to ~ 8mm.
Struts- the front strut bodies differ between sedan and wagon, but either will bolt up to the other. The difference is in the mounting flange and where the two strut holes are drilled. Running sedan struts on a wagon will cause you to give up ~ .5-.7 degrees of neg camber- this is fairly significant as the oe configuration only yeilds ~ -1.3 total- thus more than half is lost. The rear struts appear to be much closer in their design and the camber change is little to none- this isn't based on my personal observation, but by someone I trust. Interestingly I find curous that there is a great demand for wagon struts by sedan guys/gals as the opposite would be true- an additional .8 degrees on tap
Strut tops are the same wagon to sedan within the same model year groupings.
Ride height- oe ride height for the wagon is 387/376mm, the sedan is 396/376- this is simply a function of the sedan front wheel arch higher than the wagon.
Trailing links are the same wagpn/sedan.
Lateral links differ in length ~ 10mm (sedan being longer). The 02-04 wagons also had a differntly designed fron lateral- commonly refered to as the "taco"- a rather weak design that could collapse pretty easy. In 05+ both recieved aluminum front lateral links of the same design (but different lengths).
The length between struts front and rear are the same wagon/sedan- thus strut bars can be used interchangably (there are wagon specific rear strut bars that fit the wagon a little better, but a sedan bar will fit). One large difference in the rear is due to the wagon having a fold down seat- the wagon lacks the reinforcement the sedna has between the rear struts- thus the reason wagon owners benefit more w/ a rear strut bar.
The wider track offered by the sedan lets bigger wheel/tire combos to be fitted easier-as a general rule sedans can fit ~ 20mm wider section widths than the wagon.