Welcome to the forum and congrats on the new STi!
If you're getting upgraded headers, may as well upgrade the up-pipe to an EWG setup. Also prob want to look at an upgraded fuel pump, and a EBCS will allow your tuner to be more aggressive. I'd suggest going the Nameless Performance TBE route though, dyno proven to show better gains. And its nice to know that they are all hand made quality parts in the USA, as opposed to mass produced chinese parts that are made for next to nothing and then sold for a billion times profit. Jus sayin
Good luck on the build! P.S get some pics up!