This is almost the same question I asked myself when I was buying. I didn't find the Subaru very comfortable, the traction was a lot of fun, but I had to wind up the motor a bit to get power out of it, and it felt a little rough. Probably the best performer of the three (in a straight line at least) but I didn't like the ride too much and I didn't like the interior too much.
The GTI was very cushy, seats were pretty good, interior was great, and the ride was nice too. Power was fun, and there wasn't much torque steer, but it didn't have much guts. It could go quick, but nothing to write home about. Best interior of the three, most comfortable of the three, worst performer of the three.
I settled on the Speed3 eventually. The car responds very well to steering input, it feels really fun and feels lighter than it is. Power and torque are there from about 2.5krpm, but tapers off a bit after 5k-5.5krpm,
very fun for daily driving, not the best ever for straight-line speed (but it'll still kick a little butt). It is FWD, and does understeer a *little* bit, but 99% of the time you won't notice it. Also, I've never had an issue with my Speed3 in the snow, just get decent snow tires and you'll be fine (if it's an issue). Also, I can get 30-33mpg on the highway.
http://www.youtube.com/watch?v=9iTxa6F0AXo
Buy the WRX if you want to win light-to-light or absolutely require AWD (unlikely).
Buy the GTI if you want the smoothest, nicest ride and interior.
Buy the speed if you like a fun engine and great handling.