i have a 1994 R33 GTS25 and 2002 2.5L RS Impreza...
both cars are totally worlds apart, the skyline has a no expenses spared track suspension setup (brakes, swaybars, shocks, springs, lockbar, bushes, strut braces, etc). it is a fun car that i actually take to the track and enjoy thrashing - it's a real drivers car i'd say.
the Impreza only has a catback exhaust. the extra 500cc makes it heaps punchier than a mate's wrx, and i am quite confident that it would definitely hold its own, if not beat the wrx through the tight corners of a mountain. the RS isn't as revvy as the skyline, and is more of a punchy everday car. like john said, you really can't beat the 4wd system. it could do with bigger brakes though.
it has 4 doors, standard with bucket seats and is 8 years newer than the skyline so they are hardly comparable.
you do pay more for the 2.5L versions than the RX/GX 2.0L ones.