ok for the stereo do you have the stock radio in the wrx now? if so you will use the brackets that hold that in. Second is the pioneer you have a single din or double din? if its single you will want to pick up a din pocket otherwise you will have a big ugly hole in your dash under the radio. You will also need to get a wiring harness that will plug into the stock wrk plug which can be had from your local car audio shop.
As far as where to bring in the power wire there is a gromet right around where the clutch pedal is on the firewall thats the best place to bring it in. To conceal the wires the easiest thing is to pull up the door sills they are just pop clips and tuck the wires under the carpet that way. If the amp will be in the trunk the back seat comes out with just a few bolts so you can conceal the wires very easily.
What color are you wanting to change the dash lights to? I did mine blue and alll i did was buy some 3way led's and swap them out took about 10 min and looks great IMO. If you want to go any other color there are more steps involved.
Click on the search button( it will be your friend) at the top of the page and type in dash light change or something like that there are a few threads that go into more detail.