Here's the way I think about it:
STI - if you only plan on doing power mods and, seeing how you didn't say anything about upgrading the suspension or brakes or anything else except power, I'd imagine that this is the case.
WRX - if you plan on modding pretty much everything on the car including power mods, suspension, brakes, and other goodies. No sense in wasting your money on stuff you'll be replacing anyway. Just be aware that the '02-'05 WRXs come with the 2.0l engine instead of the 2.5l one on the '06+ models.
Hope this helps.