Hold up,

Your WRX can receive a power boost without big bucks, just avoid setting yourself a kilowatt goal at this point because you'll only get a big shopping list of stuff thrown at you.

I upgraded my MY00 WRX without a power goal in mind, I was chasing just a nice upgrade. I went and met Neil at Maximum Motorsport, and he helped me put together a plan.

Step 1 was to upgrade fuel pump, exhaust, and turbo. The car transformed! It lit up! Cost about $1500 for parts and labour (I sourced some second hand parts to save money, eg: turbo)

Step 2 was to add an electronic boost controller. Boost was raised a few PSI, and holeyyfarrrrk the car boots!!!

I still giggle like a child when I give it a squirt. I have no clue how many kilowatts its making.

Some advice given here is right... the gearbox isn't all that strong, and your motor is getting a bit old now. So, my advice is not to set a kilowatt goal in mind, but to upgrade the engine a little, just as I have done, and see if you're happy with that.

If you're serious about upgrading, maybe pop into a Subuaru specialist workshop as I did, and let them put together a plan for you.