Still have this problem .
The car is a 2002 WRX with 90k miles, bone stock.
The noise could be described as "ticking" I suppose. It is comign from the front of the car, although I can't tell if it's the engine or tranny. It only does it ABOVE 3000 RPM (loudest over 3500 RPM), only does it in 1st, 2nd, and 3rd gear (although very very quiet in 3rd), and it only does it when I apply VERY light throttle. By light throttle I mean just enough to keep a constant speed. If I let off the gas, or apply more throttle to accelerate quickly, the sound stops. I can also hear it when I shift, for just a split second as I let off the gas, just before I left off completely when I'm still applying "light" throttle, if that makes any sense.
I've had this sound for some time now, and it doesn't seem to be causing any problems, but it's just not normal. It also might be worth mentioning that I have a bad O2 sensor atm, although I'm not so sure that could have anything to do with it.
Any help would be appreciated, I just want to finally get rid of this annoying noise.