Welcome to the forum!
Despite the fact you own a WRX, I have to say it's not a great way to start by trashing Subarus. There's a reason you replaced your Cobalt with a WRX.
There's no comparison between a FWD car and an AWD or RWD car when it comes to handling. If there was, FWD cars would be raced, but there's not a single type of race where they're used.
That being said, a stock STI does pretty darn well on dirt/gravel roads. I've had some serious fun in mine on twisty national forest roads up here in the mountains where most cars wouldn't stand a chance of driving like I do my STI.