Yeah, you reflash your ECU to accomodate the larger aftermarket downpipe and all the associated changes it will cause to your engine. A Stage 2 map (as in Cobb's off the shelf maps that come with their AccessPORT unit, or a "Stage 2" protune, or any number of maps that can be downloaded for a fee and installed using a Tactrix cable) basically just changes the parameters in your car's comuter so everything runs properly.
Also, you can install a cat back any time without a tune.
The downpipe is when you'll need the tune for sure.
You could also get a K&N (or other) panel air filter if you want a little more power and slightly more noise than stock and install that any time without a tune.
The part number for spark plugs that you want is: NGK LFR6AIX (Iridium)
With the aftermarket bpv, your car might run poorly with one of Cobb's off the shelf maps. However, if you get a protune, you should be ok.
Also, the snorkus delete can be done any time without a tune.
AND you can also get a lightweight (NOT underdriven) crank pulley and install that any time without a tune if you want to blow another hundred or so bucks.
07 WRX (Albins 5MT + Blouch 20G)
Jorge Carrillo Tuned (365 whp/340 wtq)