Think of the Top Gear "Cool Wall" in this situation. The STI and EVO are only cool if a hot girl drives them, otherwise you look like a young whipper snapper. The Dodge, is, well, just no. I've driven a Mazdaspeed3 before, and while fun, it has no soul. The R32 sounds amazing and is fun, but way overprices. By this logic, the GTI is the winner, but only if you get a newer one.
...in the end, if it were me, though, I'd get the STI over an older GTI.