It really depends what you want. I love my WRX but I'm thinking about buying an RSX as a 2nd car. My chick drives the WRX a lot to work and stuff because I like to ride my bike to work (Honda RC51) and often need my truck to haul a buncha crap I don't want to chew up the inside of the WRX with.
But I'm seriously considering leasing an RSX for a year or two (I'm building a Supra next year).
Styling? I like both. They are certainly different. The RSX is more natively 'ricey' just due to the target audience. The WRX is a homologation car (they have to build it to race it) so well, it looks like a Rally car (which it is).
I will agree that the RSX is more svelte/racey looking, but the WRX is all buisness too. They both have their strong points.
Perfomance-wise, it's no contest.
Even if you spend the 4k and stick a turbo on an RSX, you can spend less then $1000 on a WRX and add another 50hp/30ft lbs of torque (article in this months Sport Compact Car).
Pre programmed piggy back ECU, BOV, under drive pully and belts and an up-pipe. Dyoned and tested.
So you can get WRX STi HP out of a stock WRX with the stock exhaust for another $1000. Not a bad deal.
Oddly enough, my RSX (if I get one) will be my grocery getter.