WRX: 02-05 are 2.0L,  5 spd(weak), smaller brakes, not as good suspension. Black interior, small td04 turbo. 5x100 
         06+ are 2.5L,    
STI: 2.5L w/ bigger turbo (vf39,43,48), 6spd (strong), brembo brakes, better suspension (aluminum sway arms etc.) 5x114.3, BBS wheels   
Im sure there is more, but thats the most important stuff. 
Be careful buying a modded car and know who owned it.  I wouldnt purchase one...   
Good mods are uppipe (wrx), downpipe, ecu reflashed or tune.  That yields around 230ish whp on  a wrx and 280-300 whp on an sti.   
IF your planning on going with a bigger turbo, get the sti.  Saves you from worrying about replacing the tranny.  Your insurance company will love you for it though.