^^^ Like he said, there is quite a bit to list...

Generally speaking, you can look at it all like this:

The Impreza WRX's* are to Mustang GTs
...as...
The Impreza WRX STi's are to like Mustang Cobras

I think those are pretty fair analogies.

You get a substantial amount of performance out of the WRX's, but the STi's are clearly an overstated upgrade.

*Now, to be more fair, the 02-05 WRXs are more comparable whereas the 06s have: bigger engines [2.0 to a 2.5 Liter], come with better brakes [twin-piston front calipers to four-piston front and two-piston rears] and 17" wheels as opposed to 16" wheels, etc.

-Al