All are good choices depending on you wants/needs/budget. So Some questions for you..
1. Budget? A used WRX can be under $15K, and a new EVO/STI over $30K. Lease or buy?
2. Planned usage. You mention snow driving, but do you have a family, or a need to haul stuff? How many miles a year do you drive, as fueling the WRX may be cheaper over time if that is important.
3. Driving style & experience? Fast in a straight line, fast in the curves, all around spirited, around town cruising, etc... Daily driver, never done any performance driving to FL licenced...
4. Urge to Mod? Do you want to spend more money making the car "yours" or perform better?
Tell us more and we will give you some ideas. I like all 3 cars, but they have different personalities, and pros and cons.