Be mindful that a WRX is not really meant for dragging without knowing how to slip the clutch or having a stronger transmission. Best starts for power on the newer cars is an intake (from the resarch and reading I have done) a full TBE (turbo back exhaust) and some type of tune (opensource, Cobb AP). Research those, when searching for the downpipe, make sure its a bellmouth design, and the cat back portion is for your look and sound preference.
"2007 WRX- PPG'd, 20G- Tim Bailey tuned
Stage 2 2005 WRX