any existing mods?
there is a thread somewhere with Savage and others breaking it down what you can do step by step - gambit posted a link to a tuning site as well which gives a step by step guide to ugradeing the impreza - Im on my laptop at the mo and all my scooby links are on my PC so unfortunately I cannot help more
start with intake and output, panel filter (hi flow) free flow exhaust, higher spec fuel pump and a remap