Cobalt SS. Cheaper to buy, probably cheaper to insure. Got that Q-ship factor when you suck the
headlights out of something that costs a lot more. Less noticable to cops too. The WRX is a more refined car overall but the price difference and amazing performance for $23,000 loaded for a car that runs 13.9 @ 104 (according to Road and Track) and beats the Lexus IS-F, BMW 135, WRX, EVO, S5, G37, Challenger, Elise, etc around VIR (Virginia International Raceway) in a Car and Driver test make it my top choice.
Tons of stuff already out for the Cobalt SS since it shares the 260 hp Ecotec 2.0 with the Solstice and Sky.