I work at a Subie dealer and love the STi, but:
The RSX Type-S looks like a great value at $24k MSRP and has little depreciation. The blue is awesome and is similar to Rally Blue on the WRX. With 210hp it looks like an awesome car with a bit of a drop and no rice attached. Also the 2005 Type-S has nicer 17s that wouldnt need to be swapped rolling off the dealer lot. I have never driven one though.
With that said, look for a 2004 stock STi. The 2005 STi is expensive and has a new color and thats really it. I love the STi interior treatment, the blue/black is sweet!
The RSX is a great car vs. the regular Rex, but pales to the STi.
Ever thought of a JCW Mini Cooper S? Just a thought...
Also, if you can wait til Fall "05, get a MkV VW GTI! They are awesome!