For 2005, the STi got a standard sound system and six-disc changer, and (I think) standard floor mats.
I would pick the STi, for the following reasons:
1. I think it looks much better than the Evo.
2. Bigger displacement motor. Less turbo lag, more power @ the same psi as the Evo.
3. Better reliability. Mitsubishi is a very unstable company right now, whereas Subaru is really starting to take off.
4. Less high-strung. The STi is a livable ride on the street, the Evo feels almost like it's in need of service when driven at normal speeds.