Simon, your making a few sweeping generalisations there, Ive spent the last few months looking into them seriousally as my next car.
Remember a typical 2wd Spah is now 13 years old. I think you will find ANY 13yr old car driven regularly will have more than average instences of things going wrong (eg electrics, and other things that are just general wear and tear....). 3drs are even older...
Upto 350bhp (Stage 3 is 330bhp so just over that, i.e. green injectors) you can I believe if done correctally have a very reliable car. The reason why you hear of unreliable Cosworths is that people buy one, then modify the engine, often with 80,000+ miles on. You really need a rebuild if your going for average to big power. Infact I wouldnt even buy a Stage 3 Cossie if it hadnt had a rebuild in the past 5 - 7000 miles, and had a massive folder of paperwork and reciepts to go with it. BUT remember they are turbocharged engines, and any turbo engine that has had at least a fairly hard life will need a rebuild by that time.
Back to the topic of Cossies Vs Clios. Ive been out as a passenger in Craggys Williams a while back, and Ive driven a valver a few times. Ive also driven a 2wd Saph on a Stage 1 (270ish bhp), and Im sorry but its laughable that you can even think a Clio will keep up with it. The Cossie even makes an Impreza FEEL slow (note NOT actually beat it in every case, but drive both one after the other and the Impreza feels slow and to be honest boring, its just too smooth).
In standard trim they are nothing mega. But pound for pound, I believe there is no other car you can tune as well (in terms of raw power and reliability) as a Cosworth. And go and try and find a standard 2wd Saph, theres not many knocking round.....
Have a look at this guys Cossie, I think when its on full belt on its highest boost setting, it gets 3mpg!

Take a look at the comparison tables against other cars....
http://www.geocities.com/rtarry_uk/http://www.geocities.com/rtarry_uk/