I always thought a WRX (NOT STi) "sport" wagon would be really cool, and the sedan WRXs I test drove handled wonderfully. The 5-speed manual shifter, thanks to its direct linkage, is the way shifters OUGHT to be, and even Honda has something to learn from these guys.
The newer ones ('06+), with leather and sunroof, are as you pointed out, approaching upper $20k's. Still the brembo calipers are cool.
<sigh> my wife did NOT like the Subies, and neither did my insurance company (try $277/yr more to insure a 2004 WRX wagon if it replaced my '99 BMW 540). Anything slower than a WRX would not have held my attention.