Similar design, different execution.
VW: Strut front, twist beam rear. Somewhat softer springs than MSP, fairly firm shocks, and the 337 is lowered compared to a stock GTI. It'lll hang in there with an MSP but is heavier and weight is the enemy of quickness. The VW makes up for this with horsepressure, torque, wider tires (225's on 18's vs our 215's on 17's) and smoothness. It's built like a vault and has better seats (Recaros) than the MSP. I believe the VW has an electronic limited slip (basically ABS in reverse) rather than the mechanical one. It's also more expensive. I'd actually consider it a better car in total, in that it has more content, is probably bigger, and the motor, while powerful as a locomotive, still leaves a LOT of headroom for mods (225-240 reliable horsepower is easily attainable).
RSX/S: Don't know, but Hondas are great cars, reliable. The RSX is small and even smaller inside though.
WRX: Great car, better than the MSP in many areas, and oodles of upgrades available. The suspension (IIRC) is somewhat taller and softer than the MSP but as or more capable in that you've got 3 wheels pulling (open diff in front or I'd say "4") and more horsepower. The WRX is more "real world" optimized where the MSP is more "pavement only".
The MSP, as said above, is more "pavement-only" suspended. It's firm to the point of being harsh on some surfaces, but well controlled. The steering feel is great, even on a par with a Mini (a benchmark and a tall compliment). The engine and suspension from the factory, though, are tuned within an inch of their reliable (and warrantee-able) life - there's not much further one can easily take the MSP (as opposed to the VW or Subie, where more horsepower or handling is more easily available).
I guess in a nutshell, the MSP is a more optimized pavement/autox car than the WRX or 332, the WRX is more an all weather interceptor and the 332 more a really firm touring/distance/autobahn car. To me, the RSX is just a really small, reliable, sensible-shoes sports coupe/commuter. In their elements, IMHO each is among the best available at the price. What's your preference?