I'm running the KYB's on my wagon and some monster whiteline (24mm I think, they were free) sway bars. I keep up with the best back home through the mountains of PA just fine. Granted I take my snow tires off but I love dirt way to much!
02-03's are lucky because you can get shock inserts. Use them! Springs wise is harder because they are mostly for the sedans. I think there are some RCE wagon springs. I would recommend those over the 04 STi springs, which are sedan stanced.