Hello and welcome...
I am still running 2pot callipers on my 97 wrx and i am pushing out 365Bhp they do suffer from fade when pushed hard but you can make them better by using red stuff pads vented, grooved and drilled disks, braded hoses and 5.1 fluid. I personally can not change to 4 pots because i use 15" wheels for drag racing and they dont fit.
As with your suspension and handling set-up are your shocks adjustable ride height and damper setting? if so you can lose some of the understeer by softening the front and hardening the rear. Apart from that a 4 wheel laser alignment is the only thing.
Turbo heat shield, if removed the turbo will cause more under bonnet heat and i can make you a stainless shield which has an alternative fitting arrangement.
With Tyres there are varied opinions and it all depends on budget and how long you want them to last?
Power Engineering are your best bet for tuning i would recommend if its not fitted full decat exhaust (including downpipe) K+N panel filter FSE fuel pump and adjustable pressure regulator. This will see an increase in boost, power and torque, taking your powe from 240Bhp to about 270. you can find out your standard horse power by using your model code and cross referenceing it to the inforamtion on the FAQ's model production run:
FAQ
Hope this helps