I'm not positive if it's there or not, but there is the cabin fuse box located behind and to the left of the steering wheel, behind the coin tray. Page 11-41 of the '06 Impreza Manual shows you how to open it up. On the box itself is a diagram of all the fuses. Spares are in the top of the engine bay fuse box. I recently hardwired a radar detector into my 12V socket, and I do not remember seeing an inline fuse on it. Hope that helps!
EDIT: just saw it while looking more in the manual, on pg. 12-6. The cigarette lighter fuse is indeed in the box behind the coin tray, its fuse #4, a 20amp fuse, one of which should be in the engine bay fuse box cover.