wheels and tires.. light and grippy.. #1 mod on any WRX

short shifter + bushings. - all Kartboy.. make ALOT of difference.

then sway bar..and strut towers..

up-pipe/turbo back (my favorites are the Scooby Sport or APS exhaust.. scooby sport is currently hard to get.. but if your patient.. WELL worth the wait.. )

aftert that.. well.. Samco Hoses.. possibly pullies

then ECUtek/Utec (ECUtek is my favorite).. and have it raisse the boost across the entire range 2 psi..

then you get serious.. you do front mount (MRT of course).. turbo.. injectors.. fuel pump.. retune the ECUTek.. and run 22 psi.. make sure you instal a water stray kit aswell for the front mount.. a good one.

after that..i'd do tranny.. somethign with shorter ratios.. either redo the 5 speed or go for a 6 speed RA Type C tranny if you have $$$

stroker.. heads.. cams.. STi short block.. water injection.. bigger turbo.. your lookin at close to 500 HP.. about 400 at the wheels or so..