The 02-03 models will run pretty well with an MBC, since there's no delay from closed->open loop fueling. Starting in 04, there was a change with the ECU (only on the WRX, though) that had a very slight delay going to open loop. This would cause massive detonation as the boost would go up and the AFR would stay around stoich. Many a broken ring-land from that.

If you tune out the delay, then running an MBC is ok as long as you can compensate for PTFB (partial throttle, full boost) situations with your fueling curves.