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.