Hey... I was just in the same boat as you.
(all the following info is based on me selling my 00' prelude and 00' civic --- I've had rice rockets for a while)
I wanted an AWD (wisco winters) Sedan with some zip and to get at least the MPGs my prelude did (~26) - so WRXs were clearly on the list. I test drive a new body style WRX Sedan and a 04+ STI..... after driving both, I felt the newer one was more worth the money.... but I didn't go with either.
Honestly they both felt cheap to me. They were fun to drive but lets face it, those cars = tickets / accidents, or the thrill wears off. I ended up going with a an 06' Lexus IS250 AWD - and am soooo happy I did - I spend a lot of time driving so the creature comforts are what sold me
It was an 06' with 50k miles - every single option (back cam, navi, auto sun shades, etc etc etc) also had black 18" rims, tint, and was in great shape - picked it up for 16k -- I'm also pulling like ~31 mpgs on the highway and average about 28)
The car has a little switch where I got go from ECO / POWER / SNOW mode depending how i want it to drive, which is awesome (still slower than WRX though by about 50 hp and 50 torque)
If your end game is a 100% zippy drive -- wrx,
if you want to have some fun driving (is250 handles like a dream) awd, with good mpgs, and some flash, may want to check out a is250