Welcome and congrats on the car! Share some pics if you want
Cosmetic mods are usually met with criticism around here. At the end of the day, it's your car so do what you wish with it.
I know it's exciting and tempting to start modding, but you have a great all-original example in your hands. I'd take care of all the maintenance first. Things that often get overlooked, and aren't exactly exciting. Belts, fluids, suspension etc. I'd avoid stainless steel lines on a street car. Fresh fluid will by itself provide the greatest improvement.
Since this is your first Subaru, you'll learn a lot about these cars as you read and research. This will take time, but you'll figure out better ways to modify the car.
As far as the wing goes, given the condition of your car, I wouldn't half-ass it. Find an STi trunk and swap it. Check car-part.com which searches local junkyards. Or post in the trunk swap thread. Surely you'll find someone looking for a wingless trunk.
For power, don't think this is a platform that you can just slap parts on and double your horsepower. Firstly, these motors aren't the most stout, and typically most reliable when staying near stock power levels. One of those things you'll learn in your research. A tune is a must basically for any power mod. You can get a Cobb AccessPort and flash their Stage 1 map, which will bump up power while staying relatively safe and reliable. A catback won't require a tune but will get you more sound. P
lenty of options out there for your year. Check local classifieds for a good used deal.
As I said, do a lot of reading and be patient. You'll avoid doing mods you might later regret.