Despite being similar cars as such, the character of the RS200 and the S4 is completely different. I find the RS200 quite easy to drive, it understeers a little and is composed and pretty stable. The S4 is a lot wilder by comparison and needs much more cautious settings to tame, it feels more vibrant and exciting when you get a setting you are happy with however.
This was the same feeling about the cars I got from the PSP version, which you preferred was down to individual taste. The Peugeot 205 Evo II was a car I never quite got the hang of however and found it a decent bit slower and wilder than the others. Not spent much time with mine in GT5 yet to make a call.