Brand new VW= Great gas mileage, awesome fit and finish, feasible payment plans, lots of options, and also equals ABSOLUTELY HORRIBLE RELIABILTY. And for that matter I will not recommend any Vdub (replacement parts are laughably overpriced too).
So that rules out half of your cars. Subaru WRX wagon is a very good car: AWD, Turbocharged, reliable, relatively cheap maintainance, and lots more room than the 4-door Rex. But why does it have to be an '06, all of the Subies have gone down the shitter in the looks department now that they all have the ugly Tribeca front-fascia. I am not a die-hard Subie fan, but I think that any Subaru enthusiants would agree that the front end should be changed. Go with an '03-'05 Rex wagon, imo they are the best looking years. But in the end I would still go with the Mazda 3 wagon. I remember very first seeing it at a 2004 newyears party, and though I was a bit drunk I loved the looks instantly. Also many different powertrain options, interior options, etc. I would personally go for the 2.3 L motor with a 5-speed manual. The 2.3 adds much more pep than the 2.0 (160 to 200 hp) and the 5 spd saves you gas and would be a lot more fun, unless you really want the boring non overdrive auto 4. I really wouldn't call it a wagon, it's more of a 5-door hatch like the Matrix/Vibe GT. But it gets my pick