sounds good! Let us know when you get the keys so we can give you a nice welcome to the community.
Anyway yeah, the mods are quite different, that's the main thing. EFI, Turbo, AWD, all change things. Our cars respond extremely well to a good tune and the value of a more open exhaust is not lost but other tried and true power methods of NA rwd big blocks don't work as well. The Subaru intake is one of the most advanced out there and good for much more power than it makes stock so replacing it gives no gains and often picks up some losses. Similarly, our drivetrain is pretty different. The tranny is actually the most common point of failure due to the added stress of four gripping wheels. Make big power and you still wont get much slip on street tires. AWD in a 3000 lb car makes for a whole lot of grip. With that in mind, changing ratios doesn't do much good either. You do get some forced induction to play with though, adding boost or a bigger turbo can make massive gains. The stock block is good for plenty too, unfortunately a lot more than the tranny...
If you swing the STi, you'll be getting a bigger turbo and intercooler to start with along with a much better tranny (although still not indestructable). It is a 6-speed that's frustratingly tight though, keep that in mind (can't reach 60mph in 2nd). You should at least test drive em both. Other MISC gismos include bigger rims and breaks, better tires (decent summers instead of crap all seasons), better shocks and springs, DCCD, and very large useless wing on the back
The best power mods to start with are the downpipe and a good tune. The stock downpipe has a really stupid design that doesn't let the wastegate flow very well so switching to a bellmouth (and maybe taking out a CAT or two) can get some good gains. Tuning really helps these cars, they come pretty tame from the factory, particularly on the low end. It's also the best way to raise some boost.
Watch out for CAIs, BOVs, MBCs, and some other mods out there. Subaru's MAF based tuning doesn't respond well to these mods and they can cause serious problems. Better to just re-flash the stock ECU with a more agressive tune (it's quite re-programmable unlike older cars).
And ask lots of questions! If I said some acronym or word you don't recognize, feel free to ask.