Ok, if you throw an intake on the WRX and do nothing else you run into a few issues.
1) the car isn't tuned for the larger bore pipe and you can screw up the ECU readings.
2) you'll hear alot of times that a CAI doesn't do much since the air still has to go through a turbo and the intercooler.
My stance is this...tune for the larger bore readings that you get at the MAF sensor and compensate for the extra air that is coming in (not necisarrily any cooler) to the engine. You will see benefits in those cases and there is no arguing about it. All the arguments come from people who throw a CAI on a stock tuned WRX and see no improvement or throw a CEL.
If you tune for the mod, you will see the advantage ot if.
PS: I tried to type this as well as I could while being plenty drunk. If I made spelling errors or small errors in abbreviations, etc....FUCK OFF!