Dazz,
the 5 door Imprezas are possably a bit more more of a neutrally balanced car over the saloon (as there is more weight over the rear axle and a slightly different suspension set up) but they still handle very well, if not in some cases better than a saloon version.
Some people think that the wagons are a bit errrrrm funny looking and they tend to drop prices a little more than the favoured saloon but not by much. There are a few STi wagons out there, definately worth getting one but also consider that you can only get a standard STi in wagon version and no special editions like the Type R, Type RA or the Type RA V-Ltds which are all either 2 or 4 door versions.
Tony