STi.
Yes, it understeers, but this is at its most extreme. It'll probably take at least a year full of track/autocrossing to push the STi to its edge. Its not like every corner you turn is like, "OMFG! UNDERZSTEER!". Unless your taking every street corner like you were racing (if your doing this, you shouldn't even own a car, much less an STi), then it really won't effect you, and won't drive you loony.
There are also larger, stiffer rear sway bars. A Cusco 22mm rear sway bar did miracles for my WRX. Also, I believe 22mm is the STi's stock rear sway bar and Whiteline makes up to and including 26mm (possibly even higher). I haven't heard it being done, but you could add a larger front sway bar to help turn in and such, of course you'd probably only do this if you had ample oversteer after the rear sway. Also, for less that $200 a bar, its not going to empty your wallet.
Whiteline steering rack bushings. They're $30 and take a half hour of work. Definatly worth it.
Then, if your still not satisfied, add some coilovers. No idea what kind because I don't trust myself to research them without buying a set.
However, the my less-nimble WRX handles pretty damn well with just a larger rear sway bar, steering rack bushings, and some larger Rota Torque's with Falken Azenis. I think (haven't raced it in a while) I only have a tiny bit of understeer. Which the JDM STi Spec C suspension should almost eliminate.
Sure, the STi costs more than the Mitsubishi, doesn't look as intimidating, and many other short comings, but after buying a 2000 2.5RS, I'll always have a Scooby.