I personally haven't owned one, BUT! I have always been a fan of the 4G63 motor that the Evo is equipped with, which has been shared in variation between the Eclipse GSX, GST, the sister cars like the Talons and Lasers etc.
It is a hell of a motor, you could build one alot cheaper than an STI from what I've always read. There will always be a battle between these two cars because they have the same drivetrain types and make similar stock power.
I think you should just go with which ever one you like better, because you may regret it later if you don't. I haven't been in the car scene for a very long time, but if it were up to me. It would be the Evo hands down.
Google some terms like "budget 4G63" or something along those same lines, there have been TONS of articles on how to build a fast reliable car for a rather small amount of money.