I had 18's on my W202 b/c the Carlssons I had were hard to find in 17. Having said that, I would have prefered 17" wheels because: 1) the wheels are less expensive; 2) the tires are less expensive; 3) you'll have more sidewall, thus more cushion on the tires for comfort and protection; and 4) with less rotating mass, your 17" wheels will help your car accelerate faster than with the 18's
For example, Motortrend tested the stock 2002 WRX wagon at 5.8 seconds 0-60 with its stock 16" wheels. WHen they put on optional the forged aluminum 17" wheels, 0-60 came in at 5.9 seconds instead...
http://motortrend.com/roadtests/oney..._0403_verdict/