I have a Subi wagon, though not as cool as a WRX wagon.
Mine is a '95 Legacy L. Has 275k miles on it, and it's a great car though a bit underpowered. Everything works on the car: Cruise, power locks, mirrors, A/C etc etc. All that's been done to it is brakes, tires, clutch, front passenger side CV boot (sits right above the catalyst), alternator, battery, fuel filter, plugs and wires. It has the 2.2L, and gets ~27-29mpg on the highway with the cruise set at 75mph. Around town it gets about 20mpg.
I understand why Subaru has the highest brand loyalty of all automakers.
When I got my car, I did *not* like wagons. However, once I owned it for a while, I love wagons. I don't give a damn if other people think my wagon is uncool, because it is so damn practical. It fits all kind of stuff, while keeping the CG, handling characteristics, and fuel mileage of a car. That said, the Legacy and Outback wagons are a lot more practical than the WRX wagon - because the WRX is really just a 5 door hatch.
No, it is not an "off road" vehicle, and it will never go places that a 4x4 with good tires can, but driven properly and carefully, you'd be really surprised where you can get the Subi to go. I know I've shocked a few people in this regard.
A couple things to consider with a WRX... INSURANCE. Look into it before buying. Because these cars are so popular amongst young punks, most of them get wrecked, and insurance prices show it. Because these cars are so popular amongst young punks, it's hard to find a used one that hasn't been dessicrated with untasteful performance modifications. Be careful who you buy a used one from. Another thing, if you want a manual transmission, is the transmissions aren't "strong". For a typical owner, they're fine but if you up the boost and drive it hard, the transmissions really take a beating. The STI 6spd is pretty much immune from this though - it is very stout.
If you can swallow the idea of a Forester, they were also available with turbo (Forester XT), as well as the Legacy sedan (Spec B) though I'm not sure the turbo Legacy came as a wagon.
Be careful with the 1996-2004 or 2005 2.5L naturally aspirated engines - they are VERY prone to head gasket issues. Very fixable, but you probably don't want to do it yourself.