Don't get upset, but there is a FAQ in the performance thread that should answer your questions and also a search would help too. BUt...I'll help ya out
I'll answer them by your numbers ....
1. From how I read that, you are still on the stock turbo. The stock airbox is fine with that turbo, and can work well up to ~400hp. Buying any short ram or CAI is a waste of money; you don't gain power and sometimes lose power. And a CAI can possibly screw with MAF readings, bad for engine. Search for "silencer removal". Thats what I did. YOu can hear the turbo spool well (no real power gain).
2. Again, with the stock turbo, you don't need it. Subaru set up the WRX to have a water cooled turbo. When you turn off the car, coolant is still running through the turbo to cool it off. So here's more money saved.
3. A dual stage boost controller will be ok, but engine management would be MUCH MUCH better. And for all safety sake, get rid of the uppipe cat before upping the boost.
4. Catback is a nice addition. It'll add a lot of sound (depend on what you get) and some power (about 7-10 whp).
Here's what I'd do without knowing how much money you have to play with. Buy the catback from your list, then buy an uppipe and downpipe. THen you can add a boost controller if you wish. I would recommend engine management for engine safety reasons. THe cobb accessport is very nice for $600.
If you want cheap parts, but ERZ. I think you can do everything (uppipe, downpipe, catback) for $550. BUt I think you get what you pay for. Helix is a better company, and you can buy the same things for around $900. Or for real cheap, gut the stock uppipe (free) buy a cheap downpipe (bosal ~$230) and have a muffler shop do a catback for ~$350.
If you give me an idea of the money you got to play around with, I can help out more.
wow, long post, but I think that will really help you out. Good luck and welcome aboard