What upgrades would give best overall performence ?

Front to back airflow (intake, throttle body, intake manifold, turbo manifold, downpipe, cat-back exhaust).

Also, turbos are great for power, so increasing the efficiency of the turbo setup will help. A larger or better intercooler will help.

Cheers!
Ryan

You have to set some goals. How much power r u looking for? How much do u have to spend? What year WRX? l would say the best bang for the buck is tuning. A cat back exhaust & an intake might give u another 10 to 15hp but the intake could mess with ur air/fuel ratios depending on the car & intake. But a tune alone for about $500 with no other mods will give u somewhere around 20hp & more torque & keep the engine running reliably. A turbo back exhaust with a tune will net u somewhere close to 50hp & torque. Bottom line is, with a turbo charged car, tuning is key to get everything u can out of ur mods. l would find a tuner in ur area & discuss with him what ur options are. Different tuners like to use different programs so before buying anything, it is best to talk to someone about what they like to use so u do not spend money on things u may have to change out down the road. Join some forums like NASIOC.com or clubwrx.net & research what people do for power. You will find that WRX is r pretty picky about just bolting things onto without tuning for it.

suspension and drive train upgrades are a great place to start. followed by the engine.

Good question, but too many answer for it.

Power Train?
Turbo?
Rally Race?

l put two links that support the US model WRX for you, hopefully it will help you more on price and budget.