From the sound of things the biggest thing to worry about with any of the mods is that it is performed correctly. Most of the cars I've seen you could do a cat-back mod or an intake without doing a re-map. On the subie, the only thing I've seen is that if you are doing anything, you need to re-map, Cobb being the easiest. I was a little disappointed with this as I REALLY want to do a short ram, but don't want to drop $700+ on an intake + Cobb. I've read that without a re-map, they run too lean, which will definitely lead to premature engine wear.
Any advice on this?