i would look into going stage two. turboback exhaust- down pipe, 3in exhaust, and an opensource or AP protune. should net you over 300whp and less than 2 grand total parts. could work on some suspension with whats left over!
+ 1 on what matt said....you will have like 1,000 (maybemore) to spend on other stuff after the TBE and AP....since you have an STI your springs and brakes are set....maybe look into tires, sway bars, UP
so what did you decide to go with????....i have the turbo XS stealth back exhaust, and let me tell you it is awesome....very very nice sound, not too loud, not too quiet....and it comes with a 5 year warrenty so you know your exhaust is good for a long time
Catless DP ($300)
Tactrix cable ($100)
Open-source tune (free) - to tide you over until you get the Protune (find a local Subaru owner who has tuned your car, and you can usually get away with buying them lunch/dinner/beer in an exhange for a tune)
Hawk HPS pads ($300)
SS brake lines ($100)
Use the extra $1000 or so to put towards gas money (enjoying the new feel to your car) or paying off some of the loan.