cut to the chase & buy an sti otherwise you'll find you'll spend more time upgrading to sti parts

things the sti has that the wrx doesn't:

stronger 6 speed gearbox (peanut models onwards have dccd - meaning you can control the amount of drive between front & rear wheels)
stronger R180 rear diff
brembo brakes front & rear
better suspension (bigger swaybars, better struts, stiffer springs)
nicer interior (dash cluster, blue and black seats)
bigger turbo standard
ej207engine block (handles more boost than stock wrx)

all these mods soon add up to bulk $$$ when you're purchaing them separate, by the time most people have spent $10-15k upgrading thier wrx to these specs you may aswel have splashed out the extra $5-10k in the initial purchase price to buy the sti