I relate driving a turbo car to that of a GP race bike or a dirtbike, with a 2-cycle engine. They make maximum horsepower over a VERY narrow range, like 6K-7K RPM. Of course it varies, but anyway on a race-tuned 2-cycle you have virtually no power outside of that narrow power band.
Once you get into that mindset, keeping the WRX in "performance mode" is pretty simple. It's not nearly as abrupt as a GP bike, but hopefully you get the picture. When I see people complain about turbo lag and low torque at 1500 RPM, it just tells me that they're not making the most of the tools they've been given.
On my first test drive with the WRX, I'd never driven a turbo car before, but once I felt the nonlinear power curve, I knew it was the car for me. I just love that kick at 3000 RPM, it reminds me of getting the Yamaha Banshee "on the pipe" where the whole world goes into fast forward. Hooah!