The roads in Denver, Colorado suck, so what would be a comfortably riding set that still improves handling without ruining the ride.
l know with the right suspension set it can still be comfortable because l used to have an Integra that was lowered and was still very comfortable unfortunantly last time l checked that company did not make stuff for Subaru.

if you are concerned about ride quality you should leave the suspension stock. you will loose ride comfort with any sort of adjustable coilover modification

l recommend purchasing a different tire with a very stiff side wall, such as the Bridgestone RE050A tires that come stock on the STi, Bridgestone RE-01R or Falken Azenis RT615. this with definitely improve your car is handling with minimal changes to ride comfort

Tien, l have them on my 2004, and they work great. They
are a little stiff but you will get use to it especially if you
drive the car on the track!

Tien makes a great set, COBB also makes a very good set and a little cheaper then the Tien's

l got the stock ST l inverted coilovers for my 02 WRX, they r really good. they r not adjustable at all. l do not know if they r available anymore or not, or if they will fit a 06, but the ST l in the rest of the world is still the 2L engine, so they should be.

they r a little rough on regular roads, but once u start getting it on some bad roads or start jumping the car, they feel fine, about the same as driving on a smooth road. l use them with 16'' rims as they r a little harsh with 17'' rims

have u seen the all the reviews here ?
http://subarureview.com/suspension.php?PHPSESSID=7f33b1a33a348e648596adfe8e5a28ce

l also have an '06 wrx . And to be honest , l think the best coil-overs for this car, would be the Tein suspension. l did some research and found that it is one of the best there is at the moment.Hope this helped good luck!