I have an 06 WRX and have faced most of the problems.
The facts are this: NO locking nuts, NO side airbags, which is a good thing because you get the better seats, you do get full uk warranty and as long as you sort it with lico as said it will only need servicing every 9K, there is NO alarm, but when was the last time you ran towards a screaming alarm shouting stop thief!! Insurance is no issue at all because it is a uk spec car and if a company says otherwise walk away. As for warranty/service book, mine took 8 weeks to return but its all down to how efficient the selling dealer is. Would i do it again, well everytime i pass a uk WRX i smile a little because i know i saved a mint on mine, so YES without a question.[]