Not at all! Upgrade them as you see fit.
I am not familiar with the front/rear spring bias on the WRX compared to the STi, but I would expect the car to feel a lot nicer with a decent sized rear sway bar. I'd recommend getting an 'adjustable' one so you can fine tune it.
You may want to grab some end links as well. Kartboys are popular. I prefer the ones that you can adjust the length (spherical ones - I believe whiteline makes them).
Get a custom alignment as well. You'll notice a significant improvement with just that. Max out your negative camber up front (without any cross camber) and aim for zero toe all the way around. That and a nice set of tires (dedicated summer tires if you live in a snowy region) will really wake the car up. I'd put this above the sway bars personally, but you may find that you want a bit more.