the cheapest route is to leave your stocker on there. This isn't really a performance mod unless you're going with some massive turbo on there that needs much more airflow. The stock 02-07 WRX intake is actually pretty good. People say it's good to about 300whp which is a ton. Most bolt on turbos aren't going to make more than that.
Most of the intakes on the market are crap. They don't work well with the MAF position on a WRX due to non-stock diameters and awkward bends. There are two exceptions (that I know of) which are the COBB intake and the SPT intake (which is basically cobb's design). I use the SPT intake although I consider that purchase largely a waste. If you get either one though, you want to get the heat shield as well.
The SPT one is notable because it is made by Subaru and Subaru claims performance gains. Most intakes on the market when put on a dyno actually reduce power. On my car, the intake didn't reduce power but it didn't add power (see info for full mod list).
Cobb's intake is not bad but it's not really needed.
04 STi 16G powered lagless fun
04 WRX: SOLD