I've had both in my car with the same exact exhaust. They are very very similar, basically the 2.5 just seems louder, especially at highway speeds lol. It is a tiny bit deeper but if you just put an exhaust with a bigger muffler on the 2.0 and perhaps a big resonator, the resulting 'volume' in the exhaust chambers will drop the tone down a bit and make a 2.0 sound nearly exactly like a 2.5 with less resonance in terms of tone. Essentially, if I had bought a nicer exhaust with a larger canister on my 2.0, it would have potentially sounded deeper and beefier (but more quiet overall) than my 2.5 on my 3'' exhaust and on 4''x9''x14'' muffler canister which is quite small compared to a Cobb or a Borla.
Here's perhaps the only 100% side by side comparison video out there.
http://www.youtube.com/watch?v=FqrEr8zVqyA
There still isn't a video of anyone comparing a 2.5 and a 2.0 with the exact same exhaust on both cars on the same video camera. This video has a 06 wagon with a much nicer exhaust with a few resonators and mid-pipe glasspacks in it, the 02 wrx sedan just has a 3'' 'ebay' turboback exhaust, possibly catless and only one small resonator. You can tell a difference between them here, the 02 just sounds a bit more open, the 06 a bit more smooth but the overall 'depth' of the noises sound pretty close.
After I got my engine swapped, the only comments I got from my buds about the difference in sound is "wait, I thought you said you got a bigger engine"