Any newage STI has some quite fundamental upgrades over any newage WRX, e.g.
Stronger gearbox, with six close-ratio gears (c.f. the WRX's five).
Stronger engine internals.
35F/65R torque spit (as opposed to the WRX's 50F/50R) - most of the benefits of RWD with most of the benefits of AWD!
Front LSD (I think - certainly the later STIs all have one).
IMO the above features makes the STI a better driver's car than the WRX.
The STI has quite a few other driver-oriented pluses over the WRX, such as bigger brakes and stiffer suspension, which perhaps aren't as costly to retro-fit to a WRX as a gearbox or engine - but why bother with the expense/hassle when you can have them on the car from the outset?
I believe that the Blob WRX did offer a few mechanical upgrades over the Bug WRX (stiffer bushes, etc. IIRC), but whether these apply to Blob WRX vs Bug STI, I'm not sure. Probably not much that couldn't be upgraded without spending too much cash - i.e. I don't think there's an awful lot mechanically between Bug STI and Blob STI (feel free to correct me if I'm wrong, Blob experts!).
I say "Bug STI"!