Engines arn't that much different size wise, however the wrx has more addons such as the turbo, extra exhaust, intercooler, intercooler piping, plus it'd be wise to put a bigger radiator in it than the ej22.
Depends what you want in car, if you want reliability but with more power than the vw, go the EJ22, if your goal is power and the possibilty of blowing a gearbox or turbo etc isnt a problem.., go the wrx.
Or if you want a bit more than the ej22, maybe consider the ej20 quad cam or the Ej25,, they will have more power and torque, esp the 2.5 without the hassles of the turbo.
Sharbuilt Beach buggy with Subaru 2L Turbo
Thunderanch Riot with Subaru 2L Turbo
Manxter with FA20turbo
Click here for wiring looms