Just got rid of a Mercedes, and what a difference! The Subaru is sooo much faster. The build quality is excellent - almost Lexus-like and the Subie is very comfortable too. This car holds the road like it was glued there and the clutch is really smooth. The turbo is really fun and Consumer Reports has given the Legacy great reliability ratings. I test drove the MazdaSpeed6 and there was no comparison. Edmunds compared them also and preferred the Mazda, but if you're looking for fun AND great reliability and build quality go for the Legacy. It beats the Mazda hands down in the quality department.
Very attractive exterior and interior. Great turbo motor and clutch. Overall everything is great; there are a few annoying details. This car is also supposed to be reliable and I hope it will be!
Stereo. I wish that Subaru would offer a factory upgraded sound system; every other car company does. (In this category the Mazda wins because of its great Bose sound system). Also, the car makes an annoying sound when you're not buckled up, even when the car is in neutral. Otherwise, an amazing car!