Good call, I drove my 06 WRX around for a few years before I did anything to it. I did a few autocrosses on the stock RE92's to get a feel for the car and then started modding it. And, everything sperry said above is true. I went a little different mod route but nothing to crazy (I did wheels and tires, then Cobb Stage 2, and recently suspension). The only thing I would switch up would be brakes, the 06 4-pots have a great bite, especially for the street and autox.
Also, don't even think about TBE without a tune like the AP. And don't forget that its not an STi and bashing through the gears like a jackass will lead to breakage. But its a great car and you will be pleasantly surprised!
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