I've got a 2004 WRX and i'm upto 333bhp & 325 ft lbs, heres what i've done to mine
VF34 turbo
STi injectors
STi intercooler
Ported & Wrapped headers
Full decat
Uprated fuel pump
Remap by Bob Rawle
The standard turbo on a WRX (TD04) is good for around 280 bhp, to get any more you need to change it, a common swap is for a VF35 off a STi
Change the intercooler also for a STi item, these are good for around 400 bhp
WRX injectors may be OK but will be running near there full duty cycle so advisable to change them also for STi items
Ported & wrapped headers will make the turbo spool sooner and increase torque
Full decat not 100% necessary as you could go for a sports cat in the down-pipe but it costs more, also get rid of the cat in the up-pipe
Uprated fuel pump to be on the safe side
Remap absolutely necessary after all of the above (or even just some of it), Jolly Green Monster on here can advise you about that
Hope thats of some help
Ian