I just recently went through the same decision (actually it was either WRX, EVO MR, or STI). I had to decide if the extra 10k for the STI or EVO were worth it, of course we all want what those two super cars have but do we really need
I've been a huge DSM fan forever, I have two turbo awd talons and one NT talon. So I've put a lot of time and money into the 4g63t's and have been overall happy with them. Where else can you get a car that performs like one of the 1G dsm's for $3,000? Best bang for buck around.
So I was making a decision on going w/ a car to continue the 4g63 tradition or go with something a little new and learn more about different cars. After driving both cars I really felt that they were both very equal, the STI has more brute force but the EVO MR is extremely tight steering wise.
I was really not sure which one to go with. I loved the STI interior compared to the EVO (except the EVO's seats are much nicer) and I liked the styling on the EVO more. In the long run I think the STI will be easier to work on (all the belts being very accessable up front vs. the EVO's mess along the side of the car. I really hate that setup). I also realized that the differences that you read about all the car mags pointing out will almost never come into play when driving on the street at legal speeds, so I really tried to look at what is the best car for me in the long run. The Subaru's have a good reputation with respect to quality, Mitsu has made a few large boo boo's (DSM transfer cases).
I also put a lot on my experience w/ the dealers. When getting quotes I said "Give me your best price and what financing plans you have available". Every single Subie dealer offered a very good price right away without any hassle along with their current financing promotions. Every mitsu dealer gave me the run around and kept saying "why don't you come in so we can get a better idea of what you want and we can go from there". I can't stand that because the MR really doesn't have any options...and I really don't need to have some idiot sales guy try to tell me why the EVO is better than the STI when he has no clue. I went to one mitsu dealer and the first thing the idiot pointed out to me was that all the fluid caps under the hood were white, so I know where to go to check the fluids...what a painful conversation that was.
So in the end I went with an 05 STI Crystal Gray Metallic, short throw, auto dimming mirror/compass, security upgrade, boost gauge from the first dealer I talked to and who was very cool to me. Never pressured me, always left the ball in my court allowing me to take my time and make a choice.
If you are comparing the STI with a plain EVO 8 or RS, you can save some $$ going w/ the evo (I would suggest the RS). If you are going to look at the MR, you are going to pay more than you would for the EVO, but get a nicer ride quality w/ suspension enhancements and pretty much all the same features of the STI.
Good luch on your decision, either way you are going to get an awesome car. Just get used to buying more gas