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Harder decision than "whats for lunch"

It seems you are interested in a sporty-er car that's still functional.

I've owned many of the vehicles that you've mentioned so far (save for the Mazda 3)

RX-8 - Thought it was cool, later hated it. Terrible to drive in winter/ wet days. Sure you can replace the tires but still. Power was underwhelming.
Civic Si - Though they suffer from the typically Honda issues (bland styling, low end torque/ HP weak) but I really have loved all the Si's that I've owned. Never had an issue with any of them either. As far as theft it would depend on the area I suppose.
WRX - I currently own an older model WRX, I love it so far but have had a couple small problems with it. It feels a lot peppier than the Si's
RSX Type-S - Really liked this car, Fun to drive and with a few small tweaks you can open up a lot more power.

If I were you I'd just buy a GT-R =]

Good luck!