Having spent a lot of time in and around both the WRX and STI, the former is a very potent car that is able to very easily make far more power than you could ever use on the street, and avoids the boy-racer look of the STI. I would never go so far as to say it's a sleeper, but it is definitely more subtly aggressive.
I admit that I am not a fan of AWD, I believe that the front wheels are to point where you want to go and the rear are to get you there, but of all the AWD systems iI've used, Subaru is at the top. Audi's Quattro is overrated, IMHO, but the Gallardo (especially the Superleggera) makes great use of it, and feels much better than any Sx/RSx
As far as the easy power...
- Upgraded downpipe is a must-have
- Combine an upgraded intercooler with upgraded (better flowing, aluminum and or silicone) I/C piping and a good intake
- Full exhaust isn't necessary, but I would do a section 1 at least, to improve spoolingby bbetter matching the downpipe
Do the above and then get it tuned. I would not recommend tuning without at least the above supporting mods, as you will hit a wall and have major issues with heatsoak. People are too quick to think "turbo = turn up the boost" and forget how driveability is affected. A peak engine that doesn't come on boost until 4500rpm is not a good thing for the street, and if you have ever been in or driven a Porsche 930 Turbo, you know why.
Instead, you want to get the turbo spooling as much as possible, as quickly as possible, which gives you absolutely immense gains in throttle response, and an insanely linear power curve where you have the vast majority of peak torque available across most of the Rev range.
By properly balancing the intake and exhaust sides, done with the aforementioned "supporting" mods (as well as others), you significantly increase the engine's ability to breath, thereby increasing exhaust gas velocity AND volume, which spins the turbo to speed more quickly. Also, the cooler intake charge from a well integrated intercooler, and just as importantly the intercooler piping, allows for higher boost levels without risk of detonation.
The best IC piping is the shortest, and I have yet to see a better option than mandrel bent stainless steel with SwainTech heat resistant coating.
Furthermore, SwainTech header treatment applied to the downpipe, and their heat dissipation coating on the intercooler, all work together to keep heat where it should be, increasing exhaust velocity and decreasing underhood tempo.