I own an STI, and my friend owns an EVO XI so I have quite a bit of experiance in both.
The STi is an awesome car that when you know what you are doing can be one of the best drives ever. Sadly its just that, you have to know how to drive.. The STi is not as forgiving and it will let you know when you have screwed up.. Just look around, tons of threads "I wrecked my STi". You also wont easily get power out of it like an evo, but if you have the money and time you will be very happy, because she will let you know you have made the right "mod" decisions. Also with the STi, prepare to make friends with a tuner, the car is very unhappy without tunes.
Now with that said the EVO is a car you can get in and just drive fast. I was really suprised when I first drove the IX at how much the car makes you feel like you know what your doing. It just feels fast, and the handling is amazing. It is also very easy to recover from when you make a mistake. (The old adage, point the wheels in the direction you want to go and smash the gas really applies to this car). And mod wise it is very easy. Hell in a matter of 3 hours we had a CAI, Larger FMIC, and new IC Piping on the car and as soon as we took it out on the interstate it was amazing how the car adapted to the mods.
Looks wise the STI has it across the board on the interior, and if you ask me that very important because well thats where I am all the time. I do think the evo (with the exception of X) looks better on the outside.
At the end of the day its your decision and what you like, but I choose the STi because it doesnt hand hold you on a track/off road (you feel more in control of what the car is going to do) and the interior styling is amazing. Plus the DCCD is one fun little option that beats the Evo's Tarmac, Snow, Gravel options..
Let me know if I can help out any further.
- Mike
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Rally driving, when you're fertile enough to impregnate women with eye-contact