Unfortunately, my old thread with exact pricing information was lost on the old forum, so I'll have to go from memory on some of the stuff.
First you need to select parts. Places to find these parts are on the classified section here, NASIOC, and ebay. Buyer beware, and try to get from reliable sources. The last thing you need is a VF39 turbo that only works as a paper weight.
1. Larger turbo.
The cheap option here is the IHI VF39. They are easy to find. They are stock on all USDM STI's. I got mine for $200. They are not perfect. They have problems with the housings cracking at a thin casting area. They are still a bit small for our 2.5L motors. Other options include VF34/VF30 or the VF22. They run $400 used. The VF 34 has a ball bearing cartridge and no cracking issues. The VF22 is slightly larger than all the other VF series, is ball bearing, but is of "older" technology. All these options will get you within 15 hp of each other.
With the VF 39 you need to port the wastegate or you will get a boost spike when running other mods, expecially in cold weather. Do not overport it. If you aren't comfortable with a dremel have somebody else do it. Here are some links:
porting a wastegate to get rid of boost creep, let's put this to bed. - NASIOC
If you want to spend more money and get a new turbo the options are many. I will not get into these options here. Just be aware that when you go larger than The VF turbos you will need larger injectors, a new fuel pump, and you might end up with a new transmission so be warned
$$$$ouch. Oh, and I would buy an FP green, any 06-20G, or a rotated 30R. Read this thread:
Turbo FAQ: Read if you are thinking of upgrading! - NASIOC
2. Larger intercooler.
Once again the stock USDM STI intercooler is the cheap way to go here. I paid $300 for mine with the y-pipe and all the fittings. You will also need the STI recirculation valve (BOV) and hose . You cannot reuse the one from the Forester. The recirc. valve won't bolt onto the STI intercooler and the Forester recirc. hose doesn't fit correctly on the STI BOV. Don't use an aftermarket BOV either. Please. The part number for the STI recirc hose is: 99071ac540.
With the STI intercooler you will get rubbing on your AC lines in two places at the firewall. You need to try to move them (an excercise in frustration) or put a thick rubber hose around them. I used the rubber insulation for a Volvo 240 gas line. See these threads about the rubbing AC line issue and the needed BPV hose:
Sti Intercooler - Page 2 - Subaru Forester Owners Forum
Installing STi Intercooler.... - Page 3 - Subaru Forester Owners Forum
There are many aftermarket intercooler out there that will work too. Some are great and inexpensive. Some have fitment problems. If you go that route, do your research.
3. Larger hood scoop. So you've got a larger intercooler but it would help to get more air to it right? At minimum, I suggest getting the JDM 2002-2003 hood scoop. $200 painted. The cheap imperfect solution to get sealing with a larger intercooler is to use tin snips, cut the two back corners of the forester ducting, bend them back and stretch the stock FXT rubber to fit. I got 90% coverage/sealing of my STI intercooler this way. This mod will not increase power on the dyno, but it will on the street.
The perfect solution comes from Subtle Solutions. It perfectly mates the JDM 2002-2003 STI hood scoop to the 2004-2007 STI intercooler. It just ain't cheap at $325. In fact it costs as much as the intercooler. He has done group buys on North American Subaru Impreza Owners Club
4. Catless up-pipe. 2006 and later FXT's can ignore this. Your catless already. For 2004-2005 the cheap solution is a used 2004 or 2005 STI up pipe. I got mine for $50. Skip the aftermarket here folks. They are more likely to leak. The only thing you need to do is re-weld the heat shield on the STI up-pipe as it tends to crack and rattle, which is just annoying. Shouldn't cost more than $25. A buddy did mine for free. You will not use the EGT sensor that is in your up-pipe because of the cat. You will need to do the "resistor mod" which involves buying a 1/2 watt 2.2 kiloohm resistor at radioshack and inserting it into the EGT sensor harness then taping with electrical tape to avoid a Check Engine Light (CEL).
5. Downpipe. Used aftermarket. Lots of options here. Anything that works on a WRX/STI will work on our car. I chose a PDE catted which I got barely used for $350. If I was getting one new, I would get a Helix catted for $400. My only pitch is to get a downpipe with a cat. For 5 hp is it really worth spewing acrid black smoke into the air? Read the downpipe FAQ here:
Downpipe FAQ: Read if you are thinking of buying one! - NASIOC
6. Axle back exhaust. Here is one place you are probably best to get something new. I ponied up the money for a Stromung 3" Forester specific axle back. $600. Other options are Cobb (made by stromung but with a resonated rear tip), Forced Air Technologies, and WBR. The WBR axelback is a smoking deal at $350 and would be what I would purchase. The axle back for the Forester is a bit longer with slightly different hanger locations than the WRX/STI. The advantages of the aftermarket FXT options is that they are quieter with larger mufflers for the FXT, and they are the correct length with correct hangers so they won't burn your rear bumper.
The cheapest route is to get a used stock STI axle back ($100) or used aftermarket WRX/STI axle back ($250), then have the hangers modified and rear tip extended. The disadvantage of the stock STI axle back is that it is only 2.5" and you will loose some HP. It is heavy. Also, even with modifications some people have burnt their rear bumpers. The advantage is that it is quiet. The used aftermarket WRX/STI axle backs will also need modification and might burn your rear bumper. They are also loud on the Forester because of our large rear cabin. If you don't like loud don't go this route.
Here are two threads on the stock STI exhaust with detailed information, pictures, and measurements:
05MY XT + 07MY STi ehxuast
7. ECU. If you have a 2004 FXT with 5MT then the cheapest route is to get a used 2004 STI ECU ($150). This will work fine but you will be restricted to just a bit above STI stock HP (about 250 awhp/tq). If you have a 2005 or later FXT you need to get a tune because the ECU swap will not work. The options are Cobb Accessport with Protune or ECUtek. I got an ECUtek flash with dyno tune for $800 at PDXtuning. If I had to do it over I would get a Cobb Accesport with a protune and then add a streettuner. This would allow you to run multiple maps with easy switching. It makes it easier to have a racegas map, methanol injection map, valet map, etc. With the ECUTEK, you would need to also have a UTEC for map switching. If you are getting a UTEC, you should already know more than the information in this thread. However, the general rumor is that the latest UTEC software is really sweet for those looking at advanced engine management options.
The Cobb Accesport with protune or ECUtek are set it and forget it tuning options. They are what you want for a daily driver.
8. Fuel. I got a used Denso fuel pump from Supra twin turbo ($110). I picked this pump because it is quiet and flows a ton of fuel. To install it you do have to bend the fuel pump bracket a bit, zip tie it and then crimp two wires. The other option is the Walbro pump which is a direct drop in. It is louder than stock, which might be annoying in our cars with the fuel tank inside the cabin.
You probably don't need the larger pump, but then again, maybe you do. At these power levels you are at least at the maximum that the stock FXT pump can handle. The stock FXT pump is identicle to the pump in the 2.0L WRX. The STI pumps are slightly larger. I'd get a larger aftermarket fuel pump just to be safe. Great page on fuel pumps:
Stealth 316 - Fuel Pump Upgrade Guide
You don't need larger injectors at the power levels of IHI VF turbos (well, except MAYBE the VF22). Anything larger and you NEED larger injectors.
So to sum up:
1. Used VF39 turbo ($200)
2. Used stock STI intercooler/BOV/recirc hose ($300)
3. New 2002-2003 JDM STI scoop and ducting ($275)
4. Used catless STI upipe ($50)
5. Used PDE catted downpipe ($350)
6. New Stromung 3" FXT axle back exhaust ($600)
7. ECUtek flash with custom dyno tune ($800)
8. Used Denso Fuel Pump ($110)
Mustang dyno numbers (same dyno before and after):
Stock HP (see first picture for graph): 176 awhp/172 awtq
Modded HP (see second picture for graph): 267 awhp/302 awtq
Typical stock STI on this dyno: 235awhp/235 awtq
Install time 3 hours with two very knowledgeable Subaru guys helping. Figure up to 8 hours.
With our the FXT having equal weight to an STI but better gearing 1/4 miles should be faster to an equally modded STI. I pull 1 car length ahead from 30-80mph on my friends 2006 STI. I pull the same 1 car lenth ahead from 30-80 on my friends 2005 M3 convertible and my mostly stock 1994 RX-7 twin turbo. My car has 52,000 miles on it and 25,000 miles on the mods. I have my original stock clutch. The car burns no oil. I'm happy.
Things I would do over:
1. I would get a revised 2005 or later STI ported and polished header and uppipe or equal length perrin headers. Likely this would give me extra hp, with a small drop in tq. Most similarly modded STI's do not make 300 awtq on this dyno.
2. I would get the Cobb Accessport with Protune and streettuner. This would allow easy map switching and it is worth much more on resale. Protune was not available when I did my car.
3. I will at some point get a larger 06-20G turbo and probably piggyback UTEC on my ECUtek. You get used to any amount of hp at some point.
Hope this is helpful,