I made the exact same switch as OP and I have no regrets. I had my STi for about 4 years and was ready for something different. Still loved the car but wanted a real sports car. I much prefer the interior, exterior, and driving position of the Z. The STi power plant is what I really miss about the STi. As you noted, you'll have to work much harder to extract power out of the Z. FI is really the only way to go in my opinion.
I'd say the fun factor is completely different between the cars but still a wash. Each one is a blast to drive but with completely different feels. I use to track my STi and was always blown away with the caliber of cars I could run down, although it wasn't always smooth sailing. I've yet to track the Z so can't comment on how it compares.
In summary, I say go for it as long as you can live with the NA power delivery and limitations or are willing to shell out the cash for FI.
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