You won't need a regulator, the WRX already has a fuel pressure regulator that will maintain fuel pressures where they need to be. Increases in fuel pressure due to the pump will be negligible at best. While it is true that it is a good idea to get a tune for the fuel pump, it isn't necessary. There are differing opinions on this matter, but the majority of people (and tuners) will tell you that replacement of the pump will not need anything above an installation kit.
If you do choose to go this route though, be sure you're keeping up on fueling, because some people have experienced the pump burning up when the tank gets below 1/4 full.