I had a 2004 WRX which was tons of fun with some bolt ons. Now have a 2013 Z and couldnt be happier... Unless i upgraded to an M3 or GTR
I believe that 2011 Z's had some things worked on like steering lock issue, oil cooler, etc. so choose it over the 2010. Quick search in google and/or here on the forums will help you
Golfs looks nice too, never driven one. I guess it all comes down with what your priorities are and what your willing to sacrifice. Good luck!