Straight line performance, you will have to give it to the WRX. Even in stock tune, it will outpace the BRZ easily. A simple tune will push it to around 300hp/400Nm, similar output as the WRX STi. The WRZ CVT will be quicker than the WRX MT but the MT model has a higher top speed and will have better reliability (less maintenance worries for tranny).
If you want pure driving fun, then go with MX5. The BRZ can bring in the bling factor.