For good economy, as BlackSTi said, you want to keep the revs as low as possible, without making the motor struggle in the next gear due to its lack of torque at such low rpm (EG: don't use 5th at 40km/h). This can be done at 2500rpm without any problems in any WRX that I've driven.

5-6k rpm shifts should definitely not be used if you're after good economy and an easy drive for your car. To save fuel, do not rev the engine. At such high rpm, the engine will be using way more fuel and be under more stress due to boost (more air, more fuel; more power), a greater amount of intertia being carried by the pistons, friction losses etc etc...