You didn't provide a budget, so obviously, there is none.
Gauges to monitor what's going on with your car. I'm not a fan of using the Cobb AP as a "gauge". I prefer traditional gauges. You want quality gauges, because an inaccurate gauge is worse than no gauge at all. If you want digital gauges, buy AEM. If you want analog gauges, buy Defi. Good selection: Boost, EGT, WBO2 (AEM or Innovate Motorsports), Oil Temp, Oil Pressure. Boost / EGT / WBO2 are helpful during the tuning process, while Oil Temp / Oil Pressure are really mainly helpful for regular driving making sure that it's safe to push the car.
Your fuel system is maxed out. You'll need a fuel pump and a set of injectors (ID1050X) before anything else. With the upgraded injectors, that gives you the option to run E85, if it's available in your area. You can consider a flex fuel kit as well, so that you don't have to worry about map switching.
You might need an aftermarket bypass valve, as the plastic one is notorious for leaking at higher boost pressures. Especially if you start running E85, this may be an issue.
An intake is worth a good bit of power up top if you have the fuel to support the additional airflow. This is where the pump/injectors come into play.
There is some boost creep issues on the GR WRX, so an EWG setup would be helpful both in controlling boost and for reducing exhaust gas back pressure. With an EWG, you'd need aftermarket boost control, so either a 3-port solenoid or an MBC to go along with it.
An EL manifold would also be something to consider; you'll lose the Subaru "Rumble", but your car will sound more like a Porsche, you'll have better response/spool on the turbo, and it will make more power everywhere. I don't regret ditching my factory manifold in the least.
Finish off your exhaust and get rid of your factory resonator pipe. With everything else, the factory exhaust will be a restriction. Have a shop weld on a 3" flange on the end of your Cobb downpipe so you don't have to worry about leaks, and you have 3" all the way back.
A good tune; this is the most important piece, so don't be afraid to travel. P&L Motorsports outside Chicago brings in JR for their calibrations, and is one of the best in the country. Make a weekend of it. Schedule a tuning appointment, bring a buddy (or two or three) along, catch a Cubs/Blackhawks game (depending on season), enjoy the Chicago night life, and have a good time.
A full bolt-on stock turbo GR WRX is quite a bit of fun (even more so on E85). Live with that for a year or so, then decide if you want to upgrade your turbo. All the parts you bought for this would be helpful on the larger turbo. A larger turbo will shift the powerband to the upper RPMs, making it less conducive to daily driving, but you just need to adjust your driving habits and it can still be fun.
