If your going to go to S&J you'll need your cheque book and a BIG overdraft.
They use ECU Tek Which is a complete rip (it is essentially to Subaru's what Nistune is to Nissan's) You'd bee looking at around $3000 installed and tuned and the licence belongs to you for that car. If you sell the car the next owner has to buy a licence and if you change cars and keep the ECU you also have to buy a new licence to us it in another car.
Jeff (Speedlab) does the same thing with different hardware and you be looking at under $1500 installed and tuned, and there are no licence agreements.
WRX's are a low compression high boost (14psi) engine standard and they are laggy for that, as they make all their power from boost. You could probably do with a touch more advance in ignition maps, (being low compression you can get away with more than higher compression engines) but i don't think it's worth over $1000 to get it.