i have driven most of the cars in the line up and i would say the best value for money would be an STI
it will respond to mods the best, its still fun to work on and cleans up nice - and its the most fun all rounder to drive
a nice simple power build would be:
- process west top mount intercooler
- process west CAI
- xforce catback
- powerFC + tune

if you can get either a 2000 or a 2002 for around 20k$ that hasnt been modded or thrashed to the dog house than you will be very happy

or you can get a much newer model WRX (2005 go for like $20k now days) and probably get more out of it for the same money

either way DONT buy a 2001, or a 1998 model WRX ... they arnt as good
trust me when i say that subaru changed them a little bit each year including engine, gearbox and electronics

but on the other hand if you want a slightly nicer interior, want a coupe and love the N/A scream (and who doesnt) and are prepared to get lower numbers/power for the same amount of money thrown in than go the Dc5R
hell you can even get S2k at a good price now days

for the kind of car you want i would also consider the BMW 325i/ci and the Alpha Romeo 156 GTA