welcome to the forum Yes you most definitely need a set of winter tires or at least all seasons if you plan on driving your car at all this winter. Winter times are not just for snow, the summers will get kinda slick under 40/45*F. Im not sure with the STI and the brembos and i'm assuming you have 18 inch wheels on there now, but I know for my wrx I went down a size and got an older set of 16" wrx wheels for my winters. More tire and less money.
Can anyone chime in if some 17s will fit on there?
Also as a side note to your comment, its World Rally Blue