In addition to what folks may say here, I'd suggest researching the
performance related forums at www.nasioc.com .

Carl

Don't buy any of those "chips" you see on Ebay. They are generally no
more than a resistor that is supposed to fool the ECU by modifying the
signal from the intake air temperature sensor. They do not really do
much if anything at all, and can actually do more harm than good. The
only reason your car might be faster is that your wallet will be
lighter.
Unfortunately most of the aftermarket engine management available for
Subarus is oriented toward the turbo engines, there isn't that much
for the normally aspirated ones. However I agree that you should check
out NASIOC (www.nasioc.com), particularly the engine management and
powertrain forums.
You can also take a look at EcuTek, www.ecutek.com 
They sell a Subaru-specific reflash product that is applied to your
existing ECU by an authorized vendor, which can safely add some HP
while maintaining the factory driveability and reliability (as long as
you don't go too crazy adding power). This option isn't cheap, but
it's the proper to go if you want to do it right.