I'd buy in this order:
1. Whatever aftermarket cat back you like the look and sound of
2. AccessPORT V2 (flash to a Stage 1 map when you get it)
3. Whatever aftermarket bellmouth downpipe you choose based on quality and price (flash to a Stage 2 map when the downpipe is installed) and since you have an 05, it would be a really good idea to get an aftermarket up pipe at the same time as your downpipe because (1) you're tearing everything apart anyway and it'll be more convenient to do the up pipe install now rather than wait until later and have to tear everything apart again, and (2) your stock up pipe has a catalytic converter in it and over time (especially as you increase power), the material inside it could break apart and get sucked into your turbo, causing catastrophic failure.
That's your safest bet if you don't have the cash to buy everything all at once.
Open source is another form of engine management (like the AccessPORT), except slightly more complicated and slightly less expensive.
07 WRX (Albins 5MT + Blouch 20G)
Jorge Carrillo Tuned (365 whp/340 wtq)