Yeesh, alright I'll do my best here.
Open source tuning requires two things: A Tactrix cable, and a map editor, RomRaider being the most widely used. You don't have to slice, dice, julien, or even crosscut any wires under the dash, though with the 04 WRX you will need the appropriate flash block connector (from Tactrix or Cobb or even make your own), but that just connects to a small connector under the dash, and you disconnect it when done flashing.
Best way to see gains is to get a custom tune, you can use any tune that you see online that fits your mod list, but it's not guaranteed to be the best for your application, and even some fine tuning needs to be done depending on area, altitude, gas, etc.... so you'll need to be careful with any map not custom tailored to your car.
Speak to a tuner about your options. You can keep the map on a flash drive some where for safe keeping, as well as the stock map to put back on when you change your exhausts for emissions testing, and flash them at their respective times.
I'd highly recommend a custom tune, but you CAN use maps premade by other open source tuners who are kind enough to share their knowledge and expertise with you.
I recommend you go to RomRaider.com, signing up on the forums, and read the **** out of that site to get an idea of what open source tuning is all about.