Ok guys I know this is an old thread but reading it is driving me crazy because I want to go back in time, shake this guy and tell Him whay the problem really is!!! So for those of you searching for this, the problem isn't the goddamn oil filter!!! It's the oil cooler O Ring ABOVE the oil filter! Lol, sorry but it's so frustrating reading threads like this and watching a fellow Subie owner suffer and go mad.
So what you'll need to do from what I've learned is buy an oil cooler O ring, part #21370KA001 for the 02 WRX or EJ205 engine. You'll also need a DEEP WELL 24mm socket. It's a bit of a pain to do but you don't NEED to remove the coolant lines, just pinch them off and if you remove the mounting bracket for the coolant or oil hard line (can't remember which) then you'll have ample room. I'm also having this problem with a little drip of oil accumulating on the bottom of my oil filter. Don't assume it's your oil filter or you did something wrong with you oil change, this is a common problem!
To the O.P.- I'm sorry I couldn't help you back in 2012, but I hope this will help the next guy in 2016.