I've heard many good things about the HA setup. The only distracting comments I've heard concern spring rates that were too stiff for the liking of some. Alot depends on what the owner has planned for his/her vehicle. It would be extremely beneficial to ride in a vehicle with the setup a person was considering and put it through it's paces. I know this is extremely hard to do considering the few rexs out there, compounded by the even fewer running the various coil over set ups. But if possible, it would be worth it.
Uprated sway bars will definitely help with your suspension upgrade. Adjustable rear would be advantageous.
Strut bars w/ the fairly rigid frame of the rex, would IMHO probably be a lower priority. But they sure couldn't hurt.
You didn't mention tires or rims. Obviously, uprated tires will help handling immensley. Lighter weight rims will also help reduce unspring weight which should help some also.
A good alignment will also improve handling, again depending on what use(s) you have planned for your vehicle.
If you end up with the HAs, please give us review. My mind is not made up yet in regards to coilovers.
if ride quality is an issue but you still want the type ha i would recommend the ones with out the pillow ball mount they are much cheaper and better ride confort. but you will lose some handeling charactiristics, like the car wont be as responsive.
Actually none of the Tein suspensions are available without pillow balls for the new WRX. They feel that the stock upper mounts are too soft to support the abilities of their suspensions. When you install the HA's make sure to use rubber sheeting between the upper mount and the body to quiet them down.
Good choices in wheels and tires. That's what I got, TE 37's in white and toyo t1s's- 225/50/16. I saved ~1.5 lbs in the toyos over the RE's, even with the incresed width. I saved another 5 lbs in rims vs OE. I am hoping 6.5 lbs of unsprung savings in each corner will help, I know the performance of the tires will definitely help. Unfortunately, they are sitting in my garage (still wrapped up) waiting for winter to get over (geeze, winter doesn't even officially start until 12/21, oh well).
Let us know what you decide on coilovers. I am still debating.