To add about decat down pipe, keep your old cat for "mot" unless you have a friendly mot tester. Also with the decat it could give you an overboosting issue because of the lower back pressure and free flow from the turbo. That is corrected with a remap so ideally you want to leave the decat off until a few days before map and stay off boost.
Completely agree with what Jay said. Go for a fuel pump. On it's own it doesn't increase performance but it will provide your engine with the safety of good constant fuel pressure. One of the first upgrades I did myself (classic impreza on 170k miles)
With air filters try to get one that isn't oily. A few members make it known they effect the maf over time. A free flow panel filter is a great upgrade when coupled with others. On its own you may not see much gain power wise but the throttle response will be quicker and you'll get a nice raspy tone.