Nothing.
Bought a 5 door because I needed the extra space and don't regret it for a second. It's cheaper to service than a Ford and I've had no troubles with it at all, which is surprising seeing how much I enjoy myself in it.
Car returns 16-26 mpg depending on the type of road, which would be an issue if I had to pay for fuel. Watch insurance costs too as they can be on the large side.
Everything that's been written about this car is true. From the bad (dull interior and understeer) to the extraordinary (performance, grip, handling and grins per mile).
Recently sent the car to Prodrive to have the performance pack fitted. It's not cheap but it makes the car at least 20% faster and 50% more refined (1.2 seconds off the 0-60 time and 2 seconds off the 0-100 time).
To top it off I joined the Impreza drivers club (www.sidc.co.uk) and the friendly and knowledgable people there have made owning the car even more pleasurable.
Big downside? What in hell am I going to replace it with for the money?
You could buy a secondhand Mitsubishi Evo 6 or a Nissan Pulsar GTI-R. I have been driven around in my friends 5door bog standard Scooby 2002 awd Turbo and have outran Ferrari 348's, cosworths, BMW M3's and everything from Mazda and Honda. However the EVo 6 is even quicker, and handles even better and servicing is marginally cheaper.
I drive an Audi Avant.. I think I will buy an Evo 6 soon and beat my friend in his Subaru.