Here's where I step in and be the killjoy. Just keep your head on your shoulders. I get to read alot of stuff about 16 or 17 year olds killing themselves or passengers because they were being an asshole in their new WRX.
That said, the 06 WRX's won't disappoint. Hell, for your first new car, a 2.0L WRX will be fun. Turbo back, Uppipe, and reflash will net you about 235 wheel if you go with an Accessport. Might not seem like alot, but its still pretty fast.