I have only had wagons (2). However, I nearly bought a sedan one time, and after thinking about it, I couldn't do it. Part of what makes the car so appealing to me is that it is definitely an active lifestyle vehicle. I put luggage on the roof, bikes and skies in the back, carry my tools to fix the :water reservoir: thing in the back, and can carry four VERY close friends
(not all at the same time, obviously).
(Actually, the car has plenty of room for four; it is amazing really...I am 6'3'' and while it does not have the legroom up front of my Town Car, it is more of an upright seating position and I am actually pretty comfortable...and the rear has maybe only an inch less legroom than a car almost 30 inches longer)
If I bought an SX/4, it would be more of a collector car that I just drive around town......not the workhorse that my wagon is. I've gone back to a newer car and my Eagle, and for wear sake, I drive my (newish) Lincoln mostly, but if I am going biking, hiking, skiing, canoeing, etc...my wagon will be machine to do it.
Finally, I know Rafe mentioned that he has to have wood on his wagons....however, I LOVE my Sport Wagon....to me, it looks the most like what these cars are to us....car-ish creatures with the heart and soul of a Jeep.