How can you tell the difference between a WRX and STi rear shock
 

Is the wrx one black and the sti one red???

Normally for pre 05 models yes, but the 05 STi had black struts, The easiest way is to look at the thickness of the actual strut, just pull the black cover up a bit to reveal the piston part of the strut, The WRX one is about 25mm diameter and the STI around 40mm(rough guess on sizes) easy to see the difference though.

22mm NON-inverted shaft on the WRX. 40mm body (silvery bit) inverted damper for the STi.