i own a 4dr r33 gtst sedan (5spd turbo)
there is approx 40kg difference, the sedan being heavier.
engine, suspension, brakes etc is all the same as the 2dr variant.
the sedan seats are slightly less sporty, i have upgraded mine with a pair of recaros
as for them being slower, im yet to see any proof of this. in stock form, perhaps so with the 40kg difference, but modified examples would be very similiar.
i have fitted HKS Hiper D coilovers to my car and it rides beautifully.
i paid $11500 on the road for my 1993 model approx 10mths ago. it was an immaculate grade 4 with 76,000kms.