if you dont' want to get pulled over and get a canary
1. dont put yourself in a position to attract attention
so, no loud exhaust, no bov, no fast and furious stickers, no stupid low ride, no bright green paintwork, no carbon fibre bonnet
2. don't drive your wrx to a cruise that is notorious of getting dickheads that will bring attention to everyone else

all mods you do to your car, is illegal, since its outside of the factory spec.
the key is to try and do the mods to as close to OEM as possible, e.g. factory 4 pot brakes (or brembos), Sti rims, sti suspension, etc. At least its easier to explain that this is a subary factory part