I'm on my 2nd blob WRX, 1st had 50k on it and felt great, this one has over 100k and drives like new, even better than the old one.
the WRX and STI were very close on performance, so Subaru decided to put a cat in the up-pipe to lower BHP and improve emissions. it fit's between the headers and turbo, the STI pipe is a straight swap, but it's not and easy/fast job, probably 2 to 3 hours
I've never heard of them being a problem, be careful if you buy one off ebay that is flexi of slip jointed, they tend to leak of fail quickly. the genuine ones are fine, usually about £40 (not sure if it would need a map tweek or not)
one piece of advice, please use 99 ron fuel. the Tesco 99 isn't much more than 95 ron anyway. it might cost £3 extra per tank, but it's worth while, especially when you are having a spirited drive (engine can det with 95 ron and damage engine)