I am hoping this helps someone who wants to do what I just did.
I have had my 08 WRX sedan for 2 weeks today. I love fog lights (they're great in the blizzards here!) and wanted the factory kit... but $300ish for parts only? No way.
I discovered that the OEM kit consists of the lights, fasteners, new turn signal arm, and a relay. Here's what I bought:
-Relay from dealer: $13
-OEM lights new on eBay: $73 each
-used turn signal arm w/ fog switch: $35 (eBay)
-fasteners from hardware store: $4
The fasteners required were 2 M6 bolts w/ washers (stainless), and 4 push-in body panel connectors. There were 2 sizes required, since the fog light holes were of different diameters.
As far as the install, I found a handy scan of the OEM instructions online somewhere- but it wanted you to remove the front bumper cover! I didn't remove the cover, or even jack up the car. With a little creative contortion, I was able to get them in by only removing 3 panel fasteners on each side (the first 2 in front of each wheel, and one on the bottom of the bumper cover's L and R edges). The hardest part was finding the fog light wires. FYI, mine were folded and taped up out of the way with blue electrical tape. The passenger side wire was easy to see in through the fog light hole, but the driver's side wire was more toward the front grille- hard to find and harder to reach. All told, it probably took me 30 minutes total for the 2 lights and about the same for the turn signal stalk. I have not tested them yet as the relay I ordered from the dealer won't be here until tomorrow- but I'm pretty confident it'll all work out. [UPDATE 7/7/11: just picked up the relay, installed in a couple minutes or so, and all works great.] I am so glad that the wiring is installed even on cars without FLs.
I hope this helps somebody; no reason to tear that bumper cover off!