welcome mate.

first of all, what are you going to use the car for? if you are not putting it on the track etc, i wouldnt be too worried about the weight of a sunroof etc.

club spec models basically have small cosmetic upgrades over standard, and there are a limited number of each club spec model around.
in the 03-05/GD model, there is also a 'WRP10' model, with cosmetic upgrades and a little bit of STi performance.
STi models have extra driveline reliability and a bit more power than a standard WRX, but they are a bit more expensive.

But the main question here is, what do you want from the car?