The EVO engine is a (relatively) highly stressed engine. It runs high boost compared to most factory stock turbo cars. If you live in a warm climate and drive it hard, (And how can you NOT drive a car like this hard?) you're going to be stressing the oil.
I'd start using Redline 10w30 or 10w40 in this car if it were mine. How many miles per year do you put on your cars? If it's 15K per year and you change the Redline every 5K then your annual oil costs, including filters, would be about $150. Is that too much? If so, you probably should be driving something else. High performance cars require a bit more maintenance than the family sedan. Don't try to save a few bucks on the engine oil - go with a high quality synthetic.
I'm sure Mobil-1 10w30 would be fine for this engine. Mitsubishi recommends it because it's a high quality synthetic that is readily available everywhere. But for piece of mind, I'd go with somethig that gives a bit more protection, like Redline or Motul 300V. I know the WRX STI owners in Europe and Australia love the Motul stuff.
Good luck with you new machine!