The MS3 would be more fun to drive around and own. I think the Mazda is more of a driver's car, but the Si would be easier to live with day to day. Also a lot fewer MS3's... around me anyways. If you're into modding, the parts bin selection advantage goes to the Si, but you probably already know that. The Civic has been modded to death though and it's nearly impossible to do something original with that car.
I personally would skip those two and go with a Mini Cooper or wait for the BRZ.
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[09][MB][6-Spd MT][Touring][Stillen Gen III][K&N][Borla CBE][Evo-R]
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