I know next to nothing about the turbocharged Impreza motors, but from what I've read, intake involves some hassle with tuning, and if the SPT intake claims it won't void your warranty but has no disclaimers regarding needing a tune after installing, then it probably won't really do anything for you. That's just my take on it.
Of course, if you were NA, then I'd be saying different. . . after driving Cory's RS and having seen the night and day difference even my own car gets in power just while driving at different times of day (cooler, denser air in the wee hours of the morning = more power), I'm all for intake mods on NA engines.
Anyway, more exhaust bits seem to be the way to go, and you could always just go with a snorkel delete.