To attain the maximum power and the fastest spool and while spending the least money you could go catless.
You'll also save money if you get a "long" DP that replaces the stock DP and the 3rd cat (mid pipe). Then any normal aftermarket CBE just bolts up to the Long DP.
I like Divorced Waste Gate DP's myself since people who tune have told me they make it easier to tune boost since the WG gases aren't slamming into the rest of the exhaust at the largest point of turbulence, the leading opening of the DP.
However, most say there's really no large difference in performance between a good bellmouth DP and a DWG. Cobb makes their canned maps on a bellmouth, so some people who use the canned maps decide to go with with a bellmoouth for that reason, but Cobb doesn't say it's necessary.
I'd also suggest that you either buy a ceramic coated DP (and UP if you don't have one) to keep the exhaust gasses hot and therefore, quickly moving and to keep engine bay temps low. A good aftermarket turbo heat shield (or modding your stock one like most people do to allow for the larger DP) will be smart too. If you go with non-ceramic coated DP and UP's, you can heat wrap them, but it's kind of ghetto since it can unravel and fall apart and even rust your pipes all the way through eventually even if you use heat wrap sealent spray.
Catless is stinky and louder. I run a Crucial DP and UP. Both pipes are top notch and come with a high quality ceramic coating inside and out. The DP is DWG and a "shorty" DP so I'm still using the stock 3rd cat. Ed says that when/if I go to a catless midpipe (race pipe), I can expect ~8-10whp and I believe I'd see faster spool to some small degree. Replacing the OEM midpipe with a high-flow cat midpipe would be expensive but would still give me ~5whp I think and would hopefully keep the stinkyness and noise down.
I also run the Borla Hush CBE which is amazingly quiet for a straight through true 3" design, but I don't think it looks all that amazing and it's not cheap. Honestly, for a stage 2 WRX, 3" isn't necessary for the CBE. I could be running a straight through 2.5" CBE and I doubt it would effect performance.
Hope that helps.