Well they both have advantages.
Sti: nice guages, liquid filled rear view mirror, completely reliable boxter motor, beautiful transmission, brembo color is nicer, drive-by-wire (no throttle cable)
Evo: Fast for cheap, handles better in the snow, a lot more room inside, I like the black interior vs. teenager blue, the seats are WAY more comfortable, bigger trunk, WAY easier to work on...may I say spark plugs for instance, I think the interior is also easier to work on as far as radio's, guages, etc..
They both have some shared nice features like HIDs with levelers, nice steering wheels, nicely shaped center consoles.
Some drawbacks:
Sti: Interior is uncomfortable driving more than an hour, and the exhaust pitch will give you a headache, don't handle very well in the snow compared to the evo, VERY hard to work on and get at certain pieces, parts are more expensive for the most part because of brand names, etc.
Evo: Like I said HVAC controls suck, the 03s have transfer case issues and both of my evo's whine in 1st & 2nd gear, etc.
However the only thing that really bugs me about the evo is that the damn HVAC controls use a cable instead of being electric to change from hot to cold, and if they bend at all you can't change from hot to cold without reaching under the dash and moving the gear by hand (ANNOYING)