There is an aftermarket for the MS3s- several companies that make exhausts and intake parts, engine and transmission mounts, etc. We've all been waiting (impatiently) while Cobb Tuning cracked the latest style's ecu codes but (and I barely understand a lot of the tuning jargon) it doesn't sound like the gains we'd all hoped for will be simple/safe. Cobb is still in the testing phases of the AP for the new MS3.
We just got back from a little trip down to NJ and everything felt great, so maybe I'll hold off on the WRX for now. The problem is that the next time I drive it, something will make me hate the car! That's been my history with it, so far.