What MainFrame said above is on point. Perfectly stated. Like women, it's a game you flirt with for a thrill and it can bite you in the ass.
My $.02 is as follows:
Stick to mods that do not require a tune. Leave the intake, engine mechanicals, exhaust (downpipe, j-pipe, midpipe), suspension, ECU, and any major electronics alone.
Visuals are your best friend for a DD if you don't want to risk the "mod the car > break something important/expensive > denied claim > brand new car costing you a fortune" situation
These cars, especially the STI are incredible the way they come from the factory. Yes, there are far superior incredibles that one can add aftermarket, but the cars are sensitive and you're sticking your neck (and wallet) out for what, a few extra ponies?
Tinting/wrapping, paint protection film, lips/under spoilers, wheels, lighting, rain guards, mud flaps, interior goodies, i.e. stuff that makes it yours and more comfortable/pleasing to DD.
I have a 2018 WRX Limited on order right now and I've been thinking about all of this for a very long time. This is the conclusion I have come to. When the warranty is up, damn right I'm gonna flash it and swap it, and slam it, and what not. But the cost of a voided warranty is not worth the risk in the short term IMO.
Whatever you do, share it with us.