the one to have is the 2005 model STI that came with increased rear track and DCCD - something previously only given to imports.
This is a 2003 "blobeye" model with Original alloys
http://www.pistonheads.com/sales/1897297.htm
In terms of spotting this from the later models, as standard the car will have had the same alloys as above, however a lot will have had the alloys changed at some point because they arent that attractive. However, this car is mechanically very similar to the previous model - the bugeye. Which looks like this:
http://www.pistonheads.com/sales/1843745.htm
Underneath, the two are very similar (notice also the same alloys), so unless your budget can stretch to the 2005 model which looks like this:
http://www.pistonheads.com/sales/1907945.htm
That one belongs to
Gurdas on here but has Speedline Turini wheels fitted. This one has the standard wheels
http://www.pistonheads.com/sales/1426402.htm
These are a different fitment to the previous alloys due to the changes to the rear track etc.. so if the car has these alloys then it will be the revised model with DCCD. Also, note the rear arch has a plastic extension piece stuck on it. If you cant afford a 2005, then you may as well save yourself some cash and get a Bugeye if cash is tight.
Beware of older models (2003,2004 etc..) that have changed the alloys like this:
http://www.pistonheads.com/sales/1807948.htm (Prodrive PFF7s, available from the factory in the accessories brochure)
http://www.pistonheads.com/sales/1851439.htm (Prodrive P-WRC, again available from the subaru dealer)
http://www.pistonheads.com/sales/1855124.htm (Prodrive P-WRC in gold, again available from subaru dealer)
The wheels look similar - but they arent the same as the factory ones above.
Now, the next model after that is called the Hawkeye which came in about 2006 and looked like this:
http://www.pistonheads.com/sales/1865161.htm
This used a 2.5L engine instead of a 2.0 and this is best avoided. There are storys all over the internet about the engines failing, and to boot they changed the standard exhaust so it lost that classic subaru burble you hear so often !
If you can stretch to it, the JDM imports of the hawkeye had the same 2.0L 4 found in previous models, and this engine being exclusive to the JDM models is highly tunable, and very very strong. its also got a couple of unique features too - a twin scroll turbo will make 1 bar boost 900rpm earlier than UK models so makes it much more responsive.
Jap imports would be the Spec C like this
http://www.pistonheads.com/sales/1612159.htm
also Spec C type RA, but as you can see they are pricey.
As far as i'm aware all STIs from the bugeye onwards had 6 speed gearboxes.
As Scooby says, all the WRX have a 5 speed box.