Ignoring the 4 doors vs two and all wheel drive vs two wheel drive, the main advantage of the Evo would be the potential for MUCH more power with a tune, given that it comes from the factory boosted.
On the other hand, I don't know how reliable they are relative to the Z...
Also... FWIW
Mitsubishi Lancer Evo X MR vs Nissan 370Z - FastestLaps.com