Sick ride bro. Congrats on the WRX purchase. You're very welcomed here and we will try to answer your questions to help you the best we can.
As for the break in period, it has been highly debated. Some say a break in isn't required. Reason being when you baby the car, you don't seat the internals properly, therefore possibly causing oil consumption. Others say different. When I first got my wrx I didn't baby it. I didn't drive 10mph all over the road, but I wasn't scared to hit the gas either. Again, some may disagree with this. You have to just search around and put together what seems logical.
As for coils, if you were to get any coils for under $900 brand new its not going to be a good product. You get what you pay for with them. Generally people seem to love BC; they get high reviews, but I've read that they are most likely from people who haven't owned a nice set of them. Again idk how they know this, but it seems to be true. Why coils? You do plan on "auto x'in" the car? Will they be for lowering purposes only?
If no both of those questions, springs and struts might be better for you.
As for an axel back, it's not really a HUGE difference in brands there. They are all relatively the same. Many people have nameless ones and are happy with them.
Hope I answered everything. Remember to just look around, you'll find plenty of info on here. What you don't find ask us. That's what we are here for..... Enjoy the car bro.