Neither. Keep the intake stock. The stock intake for the WRX has proven not to be restrictive.
CAI are essentially a worthless mod for a turbo'd car since the intake charge is drastically heated by the turbocharger anyhow. If you want lower piston charge temperatures, buy an upgraded intercooler and a tune.
Plus an AM intake without air straightners will throw off your MAF readings. You may run a dangerously lean condition or rich condition that fouls your spark plugs and O2 sensor.
keep it stock. If you want the sound, perform the "elbow silencer delete" mod. The best "first mod" is almost always an EM system since you will use it for any future mods. Cobb or TurboXS UTEC offer excellent Engine Management systems. Remember, NEVER mod the engine without a tune.