All of those cars (except the Porsche) have similar power potential and aftermarket support. When it comes to repairs and maintenance the M3 and the Porsche get expensive.
If you dont have an unlimited budget I vote for either the Evo or the Cobra. Cobra if you want an FR or muscle.
I picked the EVO over the STI because of performance numbers and the fact that the engine is a decade old and extremely easy and cheap to tune to high #'s. Also it doesnt have the crankwalk and reliability issues of the previous DSMs.