Nice choice! Looks like a Premium trim? Love the color.
I bought my WRX (base model, Dark Gray Metallic, 5 door hatch) in September 2011, have ~26k miles on it and I love it! Great all around vehicle. Plenty of power, but still practical -- plenty of front and rear seat room and headroom, reasonable ride quality, quiet enough. Can put a smile on your face, or just be driven like a "normal" car without having to compromise on utility or comfort.
One thing I've noticed over the past couple years is that WRX and STi owners pretty frequently wave to each other on the road. It's kind of nice to drive a car with a following like that, welcome to the club!
Any options on the car? Did you get the STi short throw shifter? The tailpipe peeking out in one of the pics looks like it might have the optional STi catback exhaust, but maybe the base tailpipes are just different between the sedan and hatch, I can't remember.
FWIW, I had the same experience with insurance. I'm a little older than you (not much) but insurance on mine is the same or less than it was for my previous Civic coupe (which was an EX, not even an Si).