If you google you should be able to pull several results and answers to your questions. Performance wise they both have the same power, braking, etc. Most was cosmetic. The seats were out of a normal impreza, the mirrors werent color matched (outside side mirror covers), I believe it only came with a single DIN headunit. The TR stood for "Tuner Ready" knowing that people liked to modify the Imreza, it was a marketing gimic as it was only done for the 06 (and maybe the 07) year that Im aware of.
Brad is very right about most of that. Any and all of that could be added to the TR so you would be basically be buying the "normal" WRX. My 3rd brake light for example is in the rear view mirror, but only because I didnt have the factory spoiler. My wifes 05 has the 3rd brake light in the rear window, and the previous owner had put the spoiler on, so technically she has 4 brake lights, lol.
"2007 WRX- PPG'd, 20G- Tim Bailey tuned
Stage 2 2005 WRX