Yep, like WRXTASY said APS CAI is highly recommended (search for sales in WRX forums), this with a 3" is a very good start point without being forced into a retune straight away.

There is also a good CAI from MRT, just not sure if a tune is an issue with this.

My next stops in personal pref terms when the toy chest budget recovers:

Suspension upgrade (springs not too low, links, anti lift, bars, maybe front lower brace)
Brake upgrade (front rotors, all pads, lines, brace, fluid)
Injectors, ?Turbo?(depending what you want to achieve), Tune (EcuTek/Verso)