Similar topics probably floating around, but when I needed I can't find what I was looking for at our board.
I were preparing to do first WRX coolant replacement on my own (I did many other car though through the years, so not a beginner here), just wanted to read the correct procedure for this particular car.
Here what I did past weekend and it works perfect for me, in case some one looking to do it without extra complication.
But first:
Disclaimer:
When in doubt, have a qualified technician or maintenance shop perform your engine coolant change.


Ok, now we go:

Drive up on ramps (Sears product), secure the car and remove engine undercover.
Pull car back on the driveway (off ramps in order to drain more old coolant being on straight surface instead of incline).
Place wide pan under drain valve location.
Under the hood:
Remove black plastic air intake.
Move power steering reservoir away, without disconnecting, just slide of the clip.
Now you have more space to open drain valve. Despite many complaining about this thing not opening easy, I have had no problem, did it with my fingers only.
Open drain valve, make sure it stays in place, do not need to remove it completely, just make sure you have sufficient flow.
Open filler tank, it will allow better, stronger flow, therefore faster drain old stuff.
I then remove plastic coolant reservoir and flashed with distilled water. Placed back.
It took around 30-40 min for coolant stop drips.
Next, tighten drain valve back, do not overdue.
I use Subaru Long Life coolant (undiluted), mixed 50/50 with distilled water. I prepare 2 gal total along with coolant conditioner (got to shake this lil thingy hard).
Open radiator cap (I know many against this, but works perfect for me, as it did on other cars, made process fast as well).
I first fill the rad, until it full, then close and never open again during the procedure.
Next I pour conditioner, following by the coolant to the filler tank, until it full.
Then fill the coolant reservoir up to the full mark. Cap it.
Now only filler reservoir is open.
Start the car. Put the heater and fan on. (IMPORTANT:All the time monitor temp gauge during whole procedure, if its up from usual readings, shut off car immediately and wait until it cool off, then add coolant and continue.)
Let it idle for 10-15 min, may be more if you see large air bubbles in the filler reservoir neck. If you see coolant level goes down, replacing the air, pour more, until the level stays.
I play with 2 large radiator hose, gently press them, helping air to leave the system faster.
Place back filler reservoir cap, check if no leaks from the drain valve, replace engine undercover and go for the short ride, may be 10 min, monitor temp closely, make sure it's not spiking, if it goes up, stop the car and let it cool off. It is a good idea to take coolant mixture with you, in case you stop after the temp spike and then cooling off, you want to add the coolant.
Thatís about it. When you back home, let car cool off for several hours and check the filler res and coolant res (important, do not open radiator anymore). Add more mixture if need it (it will).
Check on the mornings and evenings for next couple days, until coolant level stays close to the full mark in coolant reservoir.
It is a good procedure to keep coolant mixture in your car for up to 5 days, to make sure no more need it. I had experience with very stubborn air bubbles trapped in some cars for several days, until it finally replaced by coolant.
I hope this help, to the ones who DIY
Alex