Test Drive Update:
Visit the local Mazda and Subie dealers today (no GTI in yet at the VW dealers):
MS3: Drove a black MS3 (there are no options other than colour). First impression: Far too 'ricer' for me. The car looks 'decent' in black but still too over the top. The interior is of nice quality, but again, the weird red dotted pattern all over the place just looks odd to me. TONS of standard features however in terms of nav, bluetooth, voice-activated everything, keyless start, blah, blah, blah. Lots of room in the hatch with the rear seats folded down.
The drive: Very fast once the turbos start to spool up at about 3000rpm. Nice sound and torque steer is only crazy if you totally mash the pedal. However, it was damp today, and I now understand what you're all talking about regarding the TCS indicator on a FWD car. Starting in 1st from a red light, that thing lights up all the time. Very discouraging if you're buying a car partially for the silly amounts of acceleration.
Overall: Very nice car, especially with the crazy amount of features the pack in for no extra cost. But too over the top for me. As I suspected, if I go FWD, it will be in the GTI...
WRX: Drove a silver 2010 WRX (non-limited). First Impression: I've seen many in person, but never examined as closely as today. Exterior looks 'okay' to me. Not beautiful, but honestly, I like it better than the MS3, because it's at least somewhat 'grownup'. Interior is actually not as bad as i thought it might be. Lots of hard plastic, but they at least look nice...better than the mustang for sure. Seats are quite nice. I don't think I'd spend the extra $3k for the leather. The cloth seats seem to suit the WRX anyways.
The drive: Wow. Very impressive. This car is fast. The turbos might take a bit of time to spool up, but it wasn't as noticable as the MS3. Seemed much more linear. Being that it was damp, there was no comparison in terms of grip and handling. The WRX gives you unbelievable confidence. This thing would clearly be a great drive in any conditions. One down side: I wasn't overly impressed with the shifter. Only 5 speeds, and the throws are a little long to me. I think I'd consider the short-throw kit they offer.
Overall: Really impressed. Interior wasn't as bad as I thought it might be. Performance was fantastic. Some things I thought I wouldn't like and, sure enough, didn't like: 5 speed shifter, no xenons, 17" wheels only (minor issue really).
So, I'd say I've eliminated the MS3. Now it's down to the WRX vs the GTI. But the WRX definitely won some points today. I will definitely be test driving it again and more thoroughly. It's gonna be a closer race than I thought

Good times.