i have an "02, wich in my personal opinion has the best looks.
now there are a few little things here and there different between the 02 and 04 performance wise, but to me performance can allways be added, so i go for the looks first.
the 03 is soo similer to the 02, only differences are the back lights and little nick nacks.
personally though the old sti, looked the best, as well as the p1.

but sadly i cannot get these cars due to the right hand drive (wich "is" legal, just personal prefrence.)
however the old rs2.5 looks similer to the p1, but has no turbo and the performance lacks in comparason to the new wrx's and sti's.
the new 2004 wrx has either the same, or similer body to the new STI, wich is cool, but personally i think the STI lost its rally look when they removed all the hood vents and fog lamps.
sure its looks more agressive now, but i really like the rally look.
so id say anything 2000 and up will have awsome performance no matter what, so go with what car you like the looks of (and can afford) then if you want more performance you can allways upgrade the internals.
heres what your lookin at.

- Subaru Wrx 2000-2002

- Subaru wrx 2003

- Subaru wrx 2004-2005

- Subaru STI 2003

- Subaru STI 2004-2005
now you can allways add a wing or a bigger hood vent, but the body shape to me on the new sti/wrx is just too plain.
the interior's also vary, personally i like all the interiors, i like the carbon weave style on the new 2004's but its not as sheek as the swade interior of the 2002's.
anyways, id sugguest going to subaru and testing them out yourself.
thats the best way to get the feel for it.
good luck with your subaru!!