It's been shown (although I used to argue against it) that the stock intake silencer limits power at ~300whp. You don't need an aftermarket intake but you should rip out the silencer. Of course, an aftermarket intake does that for you. I still think the intercooler is the main thing holding you back though.
On STi vs modded WRX: I mean, I'm bias. I don't want to really get into that. Clearly there are reasons to do it both ways. There are good things about working with the car you already have, there are good things about trading it in for a superior platform.
I wouldn't wish buying a used STi on anybody though, it was a war for me. I still ended up with one that needed a few k in love. Same time, it's nice not loosing sleep over your gearbox. There's so many little "extras" with the STi too. It's a very special car.
2015 STi: Still Stock
04 STi, 04 WRX: SOLD