Most people on here will probably tell you that the RST doesnt handle very well. Infact, I think they do handle really well once you have made improvements to the suspension. Don't lower it by more than 40mm (25-30mm is ideal), use decent springs (Cobra, which I can supply), use decent Shocks (probably Koni or similar quality). There are other things that you can do, but it depends on how far you want to go. Unlike your Saxo, RST's are now mostly around 15 years old, so the original bushes will reflect that. Replacing certain bushes with Polyurethane items will tighten it up no end. Also, a good tyre selection can make all the difference.

Hope this helps.