There's an old car modding/hot rodding saying:

Make it stop, make it turn, make it go.

I've been working my way through that order with relatively good success.

Definitely do some research. Dig around the forums to see what others are doing with a wrx similar to yours.

I chose to run the opensource tuning route and learned how to tune enough to be dangerous, I fumble through getting my car running well after a mod. I don't like putting on too many new parts at once. If you're going for a pro-tune its best to work out with your tuner how you are going to build your car, as in all the intake/exhaust parts at once, boost management next time, etc.

I don't know much about the "newer" soobs or I'd offer more insight. I'm rocking an 02...

 

Maybe I should clarify a little more, I'm not necessarily trying to do a bunch of fine tuning myself, but use some "canned" tunes that I can get through COBB which are designed to work with their other produces like the intake/exhaust

 

I have a 2014 WRX and am VERY happy with the modifications I have done. First I did the stabilizer bars, front and rear along with bilstein struts. That was the most $$ of the mods. Then I did a cat back exhaust, not too loud but it just purrs. I then tried slotted discs but with all the salt on the road they failed and ended up going to good after market discs. Last was the tuning which I did out of the box with a Cobb access port. Some people like to go to a prof tuner but Cobb is the next best thing. The beauty of this is that I didn’t go too far and thus make the car too tempermental. Hope this helps.

 

Last was the tuning which I did out of the box with a Cobb access port. Some people like to go to a prof tuner but Cobb is the next best thing.

This statement is incorrect. A professional tuner will always net you better results. As your car is being tuned specific to the car itself by the tuner. The next best option is called an E-tune, or tune by email. For instance, look up torqued performance. Basically what this is, is a tuner will email you a base map, you will load this map to the ecu and datalog several logs with whatever parameters the tuner needs to adjust the map. You email them back the logs, they make adjusts to your map, and email you back a revised map. You do this until the tuner and you are happy with the performance of the map. This isn't quite as good as a pro tune but still better than a OTS (off the shelf) map that cobb provides with their accessport because it is still unique to the vehicle and the particular mods and needs that vehicle needs.

The problem with the OTS maps that cobb provides via the accessport is that it isn't specific to the vehicle, altitude, and many other variations that can alter a safe tune. However, cobb's maps are still considered to be "safe" because they make them to where any vehicle can use them as long as the mods correlate with the map notes on the map being used. They do this by making the map, or tune, more vague and able to safely run on any car, any where, once again as long as the mods match the map notes the map is designed for. But this is still not ideal for optimal performance of a car, and a pro tune will always net you a safer and better performing tune.