The CAI intake from the WRX will not fit the 2.5i without some modification...there is a thread within the NA board about modifying a previous gen shortram to use as an intake "shortcut" but still maintaining much of the stock intake system.
The engine is not highly responsive to bolt-ons, it's already tuned fairly well from the factory with the factory parts...in order to have bigger gains from NA boltons, you'll have to get a tune as well.
You cannot make huge power from a subaru NA engine unless you put alot of money into it.
Don't get discouraged though, NA subarus have a great powerband (especially now with the AVLS system), no turbo lag (no "VTEC lag" either) and are fairly quick for a car with only 170ish horsepower. They do great in autocross and many times give all but modded out STIs a run for their money.
i agree. before you go tryin to make more power with it, find out how to use the power you have to the max. my 2.5 is all stock besides a kartboy crank pulley and although its not the fastest car in the world, the engine is responsive, torquey, fun to drive, and gets almost 30 mpg to boot!!