I just came from an 03 WRX into a R34 GTT. I wouldnt even think about an 02 due to the ugly bug eye looks and they were really dull performance wise - too heavy.
The handling of the WRX was in another league just wouldnt let go and it really shoved you back in the seat (mine had just zorst) when the turbo came on. The WRX also was HEAPS better on fuel and sounded awesome. More practical too, big boot, 4 doors - did a couple of big ski trips with a snowboard and skis to Victoria and it swallowed it all and was comfy too. No snow chains needed either which was a bonus.
The GTT handling wont get as fast point to point but it so much more fun than the WRX - power oversteers at the slightest little provocation. Dosn't feel as fast as the WRX in a straight line but it may be due to the way it delivers its power rather than being slower. Looks wise I like both but think the R34 wins hands down, its so sexy from any angle. Plenty more looks in the R34, WRX blend in as everyone has one (not that I could care less about looks). You also sit alot lower in the seat and feel one with the road (I jump in my wifes corolla after driving the r34 and it feels like your in a Mack truck as you sit so high). Oh and interior on R34 wins hands down as coolest interior I have owned - more gauges than a Boeing 747 and look great with the blue LED mod. Only downfall of the R34 is the fuel - I get 350km till the fuel lights on and that is driving sensibly. So around 14-15L/100km. Pretty bad really...The WRX was getting around 11L/100km.
If you want something cheap I just cant go past an S13 Silvia - under $10K, heaps of performance, fun and economy, heaps of parts ect.