I should note that all of my experience below is from driving student's cars at autocross schools while demonstrating driving technique. I also have a limited amount of time driving an STI on the street and doing timed laps on a road course.
For pure driving passion, any STI is FUN! To really drive it at it's limits requires a closed track as they're quite quick - enough to easily earn you an imprudent driving ticket. They understeer more than a sports car but it'll be a revelation compared to a truck. ;) Carrying 4 people is a nice bonus!
They're glorious when you open the throttle on corner exit. The center diff controller is quite good; if you floor the throttle and steer the computer will adjust the balance from 57%* RWD to a fully locked center diff to ensure you get where you are pointing the front wheels. It's not perfect but it's always there trying to help even mere mortals feel like a driving god. Applying throttle while steering can solve a LOT of problems in an STI , assuming your problems weren't caused by going too fast in the first place!
Replacement brake parts are $$$. Rotors were $200+ each when I checked a couple years ago. I wasn't impressed with the 09 seats, it seems they've gotten wider and wider with softer side bolsters every year. It's not that they're bad but I'd pick my 02 WRX seats over the 09 STI seats.
All that aside, I still want a new STI. :) Sorry, I can't comment much on the other cars you mention. Though if the R32 AWD system is at all like an Audi TT system, I'd pass. The AWD TT I drove was basically a FWD with the rear wheels providing some forward thrust. It was quick but not even in the same league as an STI for sheer fun factor.
* Not 100% sure about the 57%, I know it was 65% RWD for the early cars when the center diff was unlocked and it went down from there.