Just in case you want more info on why cheap coilovers suck...Here is a copy of a post or 2 I made on clubWRX not too long ago:
Many people don't realize that coilovers can be a big headache for a car that is daily driven. Cheap coilovers (generally costing under $2K) such as megans, BCs, teins, helix, etc use cheap components. Coilovers have a lot more components and moving parts than a normal spring/strut combo, hence much more pieces to rust, bind, and/or fail. Also, coilovers tend to need a lot more maintence causing more downtime and cost.
Many of the cheaper coilovers made in Asia and/or designed for the Japenese market suck and are not meant to be daily driven on our crappy roads here in the US. Many of these coilovers are designed for the track and track surfaces are vastly better than most local roads. That is why European market coilovers are better for US roads (better components and better valving designed to run on crappy roads).
I suggest you read these threads:
1)
Coilover selection - NASIOC (look at post #13: tein coilover failure, also look at post #27 & #38: great info)
2)
BC Racing Coilovers or Megans? - NASIOC (look at post #11, #20, #55)
When it comes to coilovers here is where I look (in no particular order):
1) TIC/AST
2) RCE
3) Blistien
4) Ohlins
However, in your case I do not believe the above 4 companies have coilovers on the market yet for the '09 (but I may be wrong). If you are really interested in coilovers I suggest you contact Tony or Clint of TIC or Myles at RCE. All of those guys/both of those companies really know WRX/STi suspension and are highly regarded as the gurus of the subaru suspension world (USA based at least).
Helping you to enjoy your car. - Turn In Concepts
:: Racecompengineering - 410-579-1501 ::
Edit: RCE does have coilovers for the '08+ WRX:
RaceComp Engineering Online Store