I don't know how much of a lift you're looking for, but an extreme lift on a WRX would cost a ton of money: think tens of thousands (if not hundreds of thousands) of dollars for a full rally setup with a complete custom suspension.
First of all, you can't fit too tall of a tire on it because of the rather tight clearance between the top of the tire and the bottom of the [whatever suspension component is directly above it that I don't know the name of]. You need to stick to around a 25" total diameter wheel/tire combo so that your suspension components can function as they were intended by the factory. Tire width becomes another issue: your fenders (especially because you have an 02-07 wagon) do not allow you to run an extremely wide tire without rolling, cutting, or otherwise modifying them. If you don't have aftermarket brake calipers/rotors, you might be able to run a 16" or maybe 15" wheel with a tire that has a little more meat if you want more cushioning on bumpy surfaces (providing you have the right width and offset), but you should still stick to the ~25" total diameter.
Now, regarding your lift I don't know if anybody has installed a set of coilovers and run them on the highest setting possible, but that might be your safest bet. I was always under the impression that a set of coilovers would be equivalent to the stock height at full extension OR lower, but not higher. I could be wrong - and if I am, you might be able to get a few extra mm of height out of that setup. I'm completely guessing here, but that might work for you. If anybody else knows, please feel free to chime in, but that's all I can think of right now.