I used the WRX Prototype rally car with the largest turbo and nitrous oxide. In the really tight corners where it would drop out of the power band, I'd give it a shot of nitrous for a quick kick in the pants and back into the power band.
Now, I REALLY SUCK at the rally and snow races, so if you're actually good at this stuff, you might have more fun with something different, like the Lancia Stratos (or whatever it's called).