AGX are decent shocks- pluses- price, 4 way rebound/compression adjustments minuses- piston diameter is same as oe, they're not inverted, they currently don't have a wrx specific rear strut. What everyone is selling is the GC8 setup- fronts work fine, the rear (because of the different geometry of the GD vs GC) cause a fair bit of negative camber- as much as 3 or even 4 degrees. Some have used the AGX w/ some success dialing out some of the negative camber w/ camber bolts.
Personally, if I was looking for a cheaper way to upgrade the suspension- I'd look at springs. I feel the WRX in stock form is undersprung (not underdamped) thus springs would give you the most bang for the buck (not counting good tires and a sway bar upgrade). The STi sport spring would be a good match for the oe strut- slight lowering -about 1-1 1/2"(less danger of damaging the strut) and spring rates are not real high ~ 200lbs front, 185 rear.
Just my .02.
Big Sky