Just to give you my experience. In the last 10 yrs, I've had a WRX, GTO, Trailblazer SS, & G8 GT. I've lived in AZ & MN. The WRX was a blast during the winter (in MN) & was a good all around fun car. If you drive it hard, it would suck the mpg down into the high teens. I only got about 3-4 better than the GTO or the G8 driving around the city. In AZ, I wouldn't buy it as the heat also sucks the power out of them & the heat & A/C really sucks the power out (they don't have much low end torque like a big V8 to shrug off the A/C draw). They have a great launch, but when the weather was nice that only last for 60-100ft until the other cars could motor buy (I modded mine into a low 13 sec car). The launch does punish them, but if you get it just right, you'll kill other cars at the stoplights. I didn't have as much fun in it as I did the RWD cars. They are just more fun, once the launch is over on the AWD, there's not much challenge beyond not missing the shift. The RWD required you to pay more attention going through the gears & just seemed more fun. If you were in MN, I'd say go for it. In AZ I'd say look at other options. The new 5.0's & Camaro's are nice & the depreciation hit in the 5.0's can get you into one for the mid 20's. I've looked at a lot of the new performance cars. All of the small turbo'd AWD cars will have some of those same downfalls. The best one for performance & mpg is the Mazdaspeed 3 (no AWD). Without the AWD you're going to get better mpg, they are fun/challenging to drive. Just realize any of the small engine turbo cars are going to perform worse in the AZ heat & suck down the gas w/AWD & A/C going.
