Assuming you are referring to the drivetrain specifically (engine and trans) and not the brakes, suspension, and all of the other bits that make an STi an actual STi, it depends on whether you intend to swap for the 6 speed manual also.
If you intend to keep the transmission you have and just upgrade the go fast bits, it is cheaper and easier to just upgrade the engine you have, depending on your power goals. I certainly wouldn't waste the effort to remove your engine and install an STi engine if you are going to mate it to the trans already in your car. That is far more work than changing the turbo, intercooler, intake, exhaust, and the few other items to make it go faster.
That said, neither option is effectively cheap. But one path involves quite a bit more work.
If you intend to keep the transmission you have and just upgrade the go fast bits, it is cheaper and easier to just upgrade the engine you have, depending on your power goals. I certainly wouldn't waste the effort to remove your engine and install an STi engine if you are going to mate it to the trans already in your car. That is far more work than changing the turbo, intercooler, intake, exhaust, and the few other items to make it go faster.
That said, neither option is effectively cheap. But one path involves quite a bit more work.