Everyone will have their own opinion.

Mine is that the car is probably fast enough as is.

You can add just a "diff back" exhaust (just a rear muffler) to give you the WRX exhaust sound, without needing to re-tune the ECU.

Having said that, a complete exhaust upgrade (turbo back exhaust) and ECU re-tune will net a nice handfull of power that will bring a BIG smile to your face, without the need to modify anything else (which keeps the car stock, and keeps the value!!!)