Of those, I think you'd be happiest with the STi. IMO the 350z just doesn't feel right and everyone I've been in had really finicky shifting, they seriously shift like a car from the 60s, just with a shortened stick. While an overall decent car, I personally would not recommend them as the best option.
You should also consider the Boxster, since the 987 has hit the market the value on the 986 model has dropped significantly. Remember 2000 and later model to reduce the risk of getting one of the 'unfortunate' ones with engine problems. If you can get a 2003+ S, they have 250+ hp stock and are very tunable. I'm admittedly a Porsche fanboy, but join a local PCA after buying one and you'll know why, by far the best community of any brand.
Chevy Cobalt SS is also an option, but they seriously lack on interior quality, and rice boys hate 'em on principle. You can actually pick up a brand new one in your price range and get a nice warranty with it, and it's actually the best around a track of anything out of the box discussed so far.
Mazdaspeed 3, I personally don't like the look of them but that's a taste opinion
Civic Si, Never been a fan of the looks of the Civic but it's a good platform. I'm distrustful of Honda as a brand due to reoccurring issues over model years, particularly thoose related to transmission issues.
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It's best to stop the list here, in your price range you have a huge amount of options, hopefully you'll look into some I've brought up as well as look at other I haven't. BTW what do you intend to use the car for. Just commuting or a little bit of AX on the side?