1. Your right the WRX is amazing car.
2. Don't get the the factory upgraded exhaust. It's to expensive. Click here
for other options. Please note that these are just cat-back systems like the factory upgrade.
3. Things to look out for - Chipping teeth on the tranny at high HP like +350 (crank). Many people complain about the Stock tires, but I have not had any problems. I think everyone agrees that the upgraded stereo is crap. The speaker play a very flat sound and the subwoofer doesn't play much under 150hz.
4. Click here
for tons of links for Professional tuners, other forums, and Performance Parts Resellers.
5. If you want to run in the 12 sec range it is really not to hard but you'll probably have to change turbos. There are a couple of people hitting very, very low 13's with the stock turbo.
6. Vishnu Tuning
has a "stage" for $2495 (300-310hp) that will allow to touch the high 12's. For $4395 (340-350hp) you can hit mid 12's.
has 2 stages that will be of interest to you. One is for 309hp ($2099) and the other is for 368hp ($4026)
8. For horsepower most all of us agree that the Uppipe and turbo-back exhaust is most important. You do not get much of anything from an after market intake because the stock is so good. You'll have to re-tune your ECU to take full advantage of any change you make. Both Vishnu and TurboXS do this. Flashing your factory ECU is preferred. After you upgrade the exhaust the next step would be bigger turbo and inter-cooler.
All horsepower listed above is crank HP not wheel HP. Hope this helps.