Bakes
I am having the same issue as you with my car - exactly the same - will occasionally miss on or off load - and yes, sounds exactly like a WRX when started up sometimes.
The problem is pretty intermittent for me - and seemed to resolve itself after I replaced the plugs - then it came back again - but not as frequently or as bad.
I do find that once the car has warmed up a bit it will come good.
I've been pondering the Splitfire coilpacks or one of the HKS ignition kits as a possible solutions.
So let us know how you go on once the coils go in.