Ummm I'm probably wrong but didn't gen 2 have 4WS? or maybe that was only in 3rd and 4th gens. That could be also the reason why your first lude felt different in steering.

I've driven both lude and euro but the lude didn't have stock suspension and the euro had shit tires so you can't totally rely on my opnion. The euro has a bit of body roll when stock and as Aaron said before tires would screech when cornering hard.

I'd have to say the 5th gen is better stock to stock.