Hi Subie Riegs,
You are right on target for your first mods. You can to go with a catted or non catted downpipe made by Invidia. The catted downpipe will eat up a couple horse power however you will have less chance of overboost/boost creep with the AccessPort off the shelf maps.
Here are the two downpipes by Invidia that you are looking for:
Downpipes - Flatline Motorsports
We are currently running 5% off on all Invidia products by using voucher "savin12"
The AEM CAI is a great intake and will work great with the Accessport as long as you get the map made for it.
Short Ram Intakes - Flatline Motorsports
As for the Cobb Accessport, it is a great tool. It will be your number one friend while modding your WRX.
You can run custom maps with it or the O.T.S. maps but most everyone here will recommend a pro-tune custom map designed specifically for your car and climate.
The GrimmSpeed Electronic Boost control is very nice and is definitely the one to go with. It will really help you control your boost levels compared to the stock one. Flatline Motorsports is also running 5% off on Grimmspeed products right now using the same voucher "savin12".
Boost Controllers - Flatline Motorsports
As for gauges they do make it easy to make sure everything is doing what its supposed to do. However, its nothing the AccessPort cant monitor if you don't mind keeping it in your car at all times. This being said it can only show one parameter at a time, A/f ratio, oil pressure, boost, etc.
I hope this helps you sir Please feel free to ask any other questions you may have.