What about an uppipe? That's an essential part for any 02-05 WRX.. the catalytic converter in the uppipe not only kills spool, it is known to break apart and actually kill the turbo too.
The other thing I see holding you back is the 3" downpipe. I'm assuming it's 3" with the block off plate. You should look for either a 4" bellmouth downpipe, or a divorced wastegate downpipe. If your current exhaust uses the traditional Subaru flange points then you could feasibly get an Invidia downpipe or something similar and swap it on.
With the uppipe you have a choice to make.. do you want to go with an external wastegate? Either way, I like the Grimmspeed uppipe, but if you go 44mm EWG and have a TurboXS downpipe like me then the only uppipe with good fitment for the EWG is the P&L uppipe. (I will soon be selling my EWG uppipe and downpipe to swap on my ETS rotated kit if you're interested).
You also need a better fuel pump. Walbro 255lph is the traditional route, you could go with the 400, but then if you're going big down the road the 400 isn't needed because you will want to get a surge tank with an external pump. Deatschwerks also makes a good replacement in-tank fuel pump.
I'd go easy on that transmission too, the ACT 6-puck is going to be pretty harsh and put a lot of shock on the transmission. It could easily break at your current power level, so you might want to consider upgrading the transmission before long.
Once you address those things I can make further recommendations.. possibly a turbo upgrade? You could do a Dom 1.5XT-R, but you're going to want larger injectors (at least 750cc).. and that will be stressing your engine and transmission even more.