I've driven a bpu supra before and it feels insane! With just a turboback, intake, and boost controller that car moves! I would go with the supra but I know it's a b!tch to mod if you want to go big. I don't know much about cobra's other than the fact that if they're pushin around 400whp that equals around 350whp for others. LOL
You already have knowledge about STi's so you could or would be able to start fresh and mod it the way it's supposed to be. The problems you told me about, were weird ones, so you must have done something wrong. Lol, so just go with the STI.