First thing one has to remember is that the WRX has 6" of ground clearance, you won't find many cars near that. I think this is the largest contributors to instability in the wind. Lowering the car will help some. Aero bits as well.
If you experience high speed instability (other than wind effects) common "cures" include increasing caster and using toe in (front/rear).
I've never had much problem w/ wind (and believe me Eastern Montana is famous- infamous? for wind) knock on wood