I'd get an Evo if you are looking for a performance car bang for the buck. Generally the STI are more comfortable and softer but lack the edge you'd want in a sports car. Or it could be what you are looking for if you like a comfortable DD that has a kick without being hardcore. The Evo is much sharper in handling and road feel, easier to modify and more reliable in the long run. For a couple thousand dollars in mods, you can easily get M3 power and speed. The downside is the low-rent interior and lots of noise.
The way I see it, the STI is like softcore porn, it's good at first but eventually you'll want to see more. Then you'll want the hardcore Evo.