I can chime in on this as I recentlyy traded in both my Speed3's. I traded in my 2011 Speed3 for a '14 WRX hatchback and my '13 Speed3 for an '14 STi (coupe...wife's car). I do more long distance driving so, I opted to go with a WRX over an STi.
The '11 Speed3 had a K&N intake, Hypertech tuner, and Ark GRiP catback exhaust. The '13 had the same intake and Hypertech tune, stock exhaust. Now, I sold my intake/tuner to my friend who has an '11 Speed3.
Comparisons, the Speed handles nearly as well as the WRX however, the Speed tends to push the front easily so, the WRX wins in this department. Of course, throw in rain or snow and there is absolutely no comparison. The speed feels a bit firmer and has a harsher ride where the WRX is responsive but does seem to have more body roll.
The Speed3 does make more torque however, it tends to fall quickly stock and with a tune it does hold much better across the powerband. I will say that the WRX has a much more linear powerband but I do not feel like it loses power where the speed does drop off even with a tune which improves but does not resolve all the issues.
How do they compare? Having driven both, stock my WRX is about the same speed as the Speed3. Performing a quick pull within limites and NOT racing...I had my friend open his girlfriend's car coming off an on-ramp and my WRX was right with him even though my friend's has the intake/tune. I have not driven a WRX with a tune so, my guess is that it would be slightly faster. 0-60 the WRX wins hands down since the speed will spin tires 1st and 2nd (the factory limits boost in 1st and 2nd where the tuner removes that).
I like the smooth power delivery of the WRX and the AWD offers a significant advantage in the rain/snow which to me is a key reason for trading mine in. I will say that the Speed3 does get much better gas mileage however, the WRX is not bad if you keep the speeds resonable while driving on the hightway (65 to 70 seems to yield decent MPG in the WRX).
Interior, the Speed is nicer and offers more options. However, I actually like the simplicity of the WRX and the seats look/feel better in the WRX.
One big note...I absolutely HATE the shifter in the speed! The gates feel very soft and are difficult to shift quickly even if you are careful. The WRX has a more mechanical feel yet, are much easier to shift quickly. The clutch is far more consistent in the WRX, for whatever reason, the Speed3 tends to be very inconsistent when it comes to clutch feel/feedback.
Again, they are both very similar when it comes to overall performance. I think both cars are more of a preference however, the WRX is far more reliable when it comes to longterm, the Speeds tend to run into issues with the turbo/VVT when miles begin to increase going by what I have read. The clutch/transmission does seem to be stronger o the Speed compared to the WRX though.
Looks, l like both cars, I do like the WRX more though but the Speed (to me) is a good looking car.