The closest we have to the S-GT (JDM) is the WRX. In Japan, they have the S model, and S-GT model, no more WRX. I think they use a different turbo and has a factory rated 250PS.
The difference between a STi and WRX here in the US are too numerous to list. But here are a couple of basic things: larger intercooler, larger brakes, metal intake manifold, 6 speed transmission, fender flares, 18" wheels, many more LSDs, Si-drive, DCCD, variable exhaust timing (we only get variable intake timing I believe).... many many things.