I liked the 04/05 STi for the styling. I know a lot of people didn't, but I actually liked the park bench wing on the trunk - sort of Superbirdish, IMO. I've never driven an Evo. But I've read that they tend to have quicker, more precise steering than the older STi - and I thought the STi was pretty good. But I hate the styling of the new STI. I like the hatch concept, but that is one ugly ass car, IMO.
Neither car is a beauty, but I think the Evo X(?) is much better looking that the current STI. As far as performance, I like the idea behind the Evo's DSG gearbox. The only reason I'd shy away from the Mitsu is because of reliability concerns. The Subies are pretty bulletproof, if you don't abuse them. The build quality of Mitsubishis doesn't have the greatest reputation.
Long answer to say, I'd probably buy the STI, but I'd wear a bag over my head when I drove it. I had to have AWD with my last daily driver car. So I test drove the Audi and the Jag X-type before I went for a WRX several years ago. I wanted to buy the Jag, but the WRX was the best buy for the money and it's been a fantasic car. And with mods pushing it to almost 290hp, it's one helluva daily driver.