They don't compare massively well, my experience of GT4 was that the Evo VI RS Tommi Makinen and the VIII RS or GSR MR were the fastest, the III is, well, the third slowest!
The order basically goes (worst to best)
Lancer Evolution (as in, the first)
II
III
IV
V
X
VII
VI
VIII
IX.
At least I think so. The GSR's are generally heavier than the RS versions but have 6 speed gearboxes, and I think the RSes come without the AYC but the GSRs have it, at least the premium IV has AYC as standard.