I had an 04 STi for 4 years and loved it. It was fun to just grab by the scruff of its neck and throw into turns with the throttle mashed. And when I lived in Boston, it was great in the snow.
But it was one of my least favorite cars I've owned for day to day driving. The interior materials felt cheap, and the ride provided by the suspension just never felt "right" to me.
I replaced the Sti with a 335, and they were very comparable performance wise, but drove very differently. The 335 seemed to respond better to more subtle inputs, and didn't seem as much fun to toss around. While the STi was fun at autoxes and road courses, the 335 was more fun at the track than at an autox.
I didn't keep the 335 long, because I realized it wasn't the car for me. I missed the fun of the STI, but wanted something that I would also enjoy driving when I wasn't ragging on it. I've had my E90 M3 for 4 months now, and it has been everything I've wanted.
I'm sure the excitement about the car will wear off eventually, but for me, the M3 is a perfect compromise of a fun to drive car that is also a functional daily driver. I can't wait to get it out on track and really have fun with it.