I bought the premium 5-door. Previous car was a '98 Izuzu Rodeo (SUV), so I wanted a little more carrying capacity (leaning over a trunk sucks for the lower back, too) in my fun car. I also prefer the looks of the 5-door, and as for balance, it's telling that the '08 STi is only available as a 5-door.
My wife has an '02 Sedan and I had the '03 Wagon. Since we were trading in the Wagon the hatch seemed like the natural, you know, something we could throw stuff into the back. I drove both and felt that the hatch handled better. Just my opinion. If I had decided on the sedan I would of spent a couple more dollars and gat an Legacy GT, wich will probably be my wife's next car.