Do you want to get to the track/tuning sessions or just for road use / purely for looks?
If the latter a decent set of springs to drop it a bit.
Otherwise it gets more complicated. You can do a spring/damper combination to customise your setup a bit. Otherwise you can get a set of coilvers. Obviously can do height/camber/stiffness with them easily, but you will need to research what ones best suit you.
There are some cheap/nasty ones, some good, decent and awesome ones. All with varying costs, trade off's and benefits.
Some coilover options:
MCA Suspension | The official website of MCA Suspension
Standard Suspension | High quality Suspension Systems
I have a set of HSD HR's which are significantly harsher that stock, great at the track, not so great day-to-day on our roads.
Going from stock suspension to coilovers, coilovers are pretty awesome and if you love your handling you will not be disappointed with the upgrade if you can find a happy medium type coilover. I think the STD's are pretty comfortable.
Pay attention to the spring rates of the coilovers, each WRX chassis is different obviously, but there are preferred spring rates front/rear which will have a bearing on how harsh the ride is.