I chose the Mazdaspeed3 over many other cars. I love the speed! Even in stock form it's fast, comfortable, and pretty good looking for a wagon/5-door.
The WRX (both 2.0 and 2.5 engines) was too laggy for me without a lot of torque down low. It actually made for a less enjoyable driving experience for me around town. AWD would be great, but they were also more expensive. Also, some people have blown gears in the tranny.... just having that hanging over my head didn't make me feel good. My better half didn't like the giant hood scoop and thought the ride was too harsh. I did tell her I wanted something that could put me in a more mature light (flashback to my semi-riced-out Integra). I really liked the 2.5L WRX, but didn't love it.
The Civic Si got a few good and bad points from me. First, the interior was fantastic, and only a few thousand more than the normal civic, it was a good upgrade. That and the gas mileage was very respectable. But personally, I hate the looks of the new civic, especially the si, and it lacked the power I wanted. Also, it just wasn't fun to drive... and I think that is the most important part. I could have lived with this for A -> B driving, but I am an enthusiast.
The SRT-4 felt cheap. I am upgrading here, not downgrading. Also, I have had many Dodges in my family cause many headaches. For more lengthy trips I found it uncomfortable.
The Cobalt (even in top trim) has received unflattering comments on reliability from consumer reports, I don't find it attractive, and with the supercharger it is more than I paid for my speed3. Also, didn't give me the driving experience I wanted.
Everyone I have owned with a VW has had extensive electrical failures. Enough said.
As for the ralliart and cooper, I had not driven them. I was actually scheduled to test drive a cooper s the day after I drove the speed, but ended up going home with the speed (which has more room, 4/5 doors, AND is a lot better on insurance). I have heard nothing but positive things about both cars, but drive to see for yourself.
****I chose the Mazdaspeed3 because I WANTED something fast, but NEEDED something reliable, fun (yes, I commute a lot, fun is needed), comfortable, more suited to my maturity and able to haul sh!t. Even with downpipe noise level is still tolerable for the woman. It meets all of my needs and puts a smile on my face every time I hit boost (that is an exageration, sometimes I am concentrating too hard on when to shift so I beat the person next to me to smile)
.......another plus, when I was on the highway racing the bright red audi tt in my gray wagon, who do you think got pulled over????