When the cam sensor turned dodgy on my GC8 WRX, it always ran fine when it was running, but sometimes it would just never start at all. Often had to park it up a hill as it would bumpstart just fine, but would never go off the key. Also - it never showed a CEL, but it did show up on a self-diagnostic.
Mate of mine bought an Evo-6 TME, which started having problems with some sort of electronic driver aid or other, and when he tried a diagnostic, he found that the previous owner had removed the CEL bulb from the dash
Must say I'm very impressed with the level of support and input people get here. Just wish I'd found this 6 years ago when I started driving WRXs...