An STI would be a very fun car to own. I personally drive a 2005 WRX, and I absolutely love it. I see that you are in Canada, and I'd like to say that I've NEVER been stuck in the winter over here in New England (we get some nasty months over here for sure).
As someone mentioned earlier, the interior is not THE most fashionable, but I definitly don't mind mine. The STI interior is actually a lot cooler looking than mine, with the special layered seats and trim here and there. But it is on the top of the list consistantly for Car and Driver's "Most fun to drive"... at least the last time I checked those magazines.
VW doesn't even COMPARE to a stock Subaru WRX, nevermind a stock STI. An STi would absolutely rip any stock VW to pieces in just about every category (from user feedback, I hear their cornering speed handling is quite well, as Subaru's have a nasty habit with understeering, at least in pre-2006 models).
You won't be dissapointed with the STI, for sure! A VW could give you problems over in the nasty weather months...