If I was offered the choice between an STi or an EVO, I'd take the EVO, but it'd probably take me a long time to choose. I prefer the EVO over the STi in the looks department, but for noise, nothing beats a scooby flat-four turbo with a big bore exhaust having the nuts revved of it. Music to mine ears.
As for the other cars you've listed, when it comes to performance/speed they all may record the same time around a track or down a strip, but they all go about it in different ways which appeal to different people. The Boxster and M3 use good 6cyl power, but use modern, stiff, advanced and frankly excellent chassis' and suspension tune to get their speed, and that's what a lot of people want. Others like the Corvette/Stang/Supra method, capable but not amazing handling skills, but made up with good ol' fashioned, balls-out horsepower. The STi and EVO use their huge computer controlled AWD grip and handling to get the job done.
Out of all these, I'd have the devil's job choosing between an M3 or EVO. But I'd take an EVO, (then take it to MRT for a bit of engine and suspension upgrading ) it's just what I like. I think with the cars you've listed, speedwise (track speed and actual speed) they're all pretty much equal, but it's what you like that'll make you choose.
Oh, and you should include the RS4 and Z4M in this as well.
Faster, faster, faster, until the thrill of speed overcomes the fear of death...
– Hunter Thompson