Comparing stock form cars, the JDM S15 is lighter, slightly quicker and more fun than any single turbo RWD Skyline. The RB engines are more torquey, but the Skylines are a much heavier car. The R34GTT is around 160-170kg heavier than the S15.
Neither are practical everyday cars as the lack of back seat room is very obvious. Skylines are a bit more comfy so would be just that little bit nicer to drive. But you are after a car you can take down the track aswell. The S15 is slightly quicker and more nimble (chuckable), but the 6 speed box isn't the most desirable compared to the S14. I'd say the JDM S15 would edge out the 34 overall, but only just. So really, it's a choice of personal preference and which you think looks better. After driving a Rex, I'm sure you want something that looks a bit nicer.