I'm very confused by this thread...
Do you have a MY04 STi or WRX?
STi = VF series turbo
WRX = TD04
If you have an STi, changing from one VF to another is a waste of time.
If you have a WRX, yes upgrade to a VF series turbo. It is a good idea to upgrade the fuel pump (insurance for a 8 year old car) and upgrade the TMIC to a STi unit to maximise the turbo. You can also decap your stock injectors making them 816cc, which is more than enough for a VF series.
You don't need an aftermarket
ecu.
Search the threads for the 1001 other threads on installing a VF series turbo on a GD WRX.