Gotta see and drive them all and see what you like best, of course. But I'm sure you're already planning to do that.
I bought a WRX (2011) because my "requirements" were:
- Fast/fun.
- Stick shift.
- Wagon/hatch.
- Not FWD (and I didn't want transverse FWD based AWD system either).
There's basically nothing under the luxury level (e.g. CTS wagon, 328i wagon, and those aren't as fast outside of the CTS-V either) that satisfies these criteria other than the WRX. STi and Golf R both satisfy the requirements too if you're willing to spend the extra money.
If I had to replace my WRX right now I'd probably just buy another one. I would also consider the GTI because it seems like it's a really well balanced car. The Focus ST sounds awesome too but I'm not sure I like the idea of the heavy brake based torque vectoring and other tricks they've used to make it handle more neutrally and try to minimize torque steer.
The Fiesta is an interesting car but personally I'd skip it for more power and more practicality in the other options.
In fairness, the only other car I've driven in the list is the MS3. Plenty powerful but I'm pretty sure I'd get tired of the torque steer. I'm sure it can be kind of fun if you don't mind it, but having owned a RWD sporty car in the past and now the WRX, I'm just more partial to cars that go straight when you accelerate and feel better when you apply throttle coming out of a turn.