Just my 2 cents. I have a stock 2007 WRX TR sedan Obsidian Black, Manual. I recently installed some mods. I did a lot of shopping around and researching. I found someone on Craigslist who was selling a bunch of parts. I talked to the guy for a bit and ended up buying a Stage 2 kit and some. Invidia catted down pipe, Turbo XS up pipe, Borla Hush Exhaust, Kartboy short throw shifter, shifter bushings, and a COBB V2 AP. All for around $1200. Some stuff was new or slightly used. I immediately installed the COBB AP to Stage 1. Felt nice on the drive home and noticed nice small gains. About 25-30hp give or take that I've read. The following week I installed the turbo back exhaust and tuned to Stage 2. Man the Borla sounds nice. Not too aggressive or obnoxiously loud. It has a nice purrr when at idle. On an open road or freeway when you give it some good throttle, it growls at you and it's a very big noticeable difference in power form Stage 1. Lets just say you will have a nice smile on your face. Now from what I have researched you should be running at 275-280hp. The STI 3351lbs is almost 300lbs more than the WRX 3085lbs, it also has an extra gear to shift. You factor all that in and the WRX is pretty close to the STI in speed. Now all you have to do is upgrade suspension and performance wise you will be good. Now depending on your future goal that's another topic.
One more thing I install a Perrin lightweight pulley and it has made a small improvement in performance. Less lag in RPMs when shifting and more responsive. I'd say about 5+ hp increase. A few more mods and time from a pro-tune. Lots more coming.