My friend is also considering buying one of these two cars as well as th new Infiniti G35, and he's also considering a used CLK55 AMG or used M3.
Between the Evo and the 135i, the Evo will have much sharper handling and will be the faster car. The 135i on the other hand will provide a better interior, more comfortable seats, and more comfortable suspension settings as well. The suspension on the Evo will feel more rough.
And I have been in both cars. I wasn't driving them, but I got an impression of both of them at least. I know a person who's also test drove the STi, the EvoX and the 135i, and he liked 135i the most cause of the interior.
If I was to buy something, I'd consider my choices carefully, look at insurance rates, consider the interest rates as well obviously, that sort of thing. I'd lean towards the Evo cause I like Mitsubishi in general, but I'd test drive my choices before buying anything.