Ill bring in some NASIOC/I-club N/A Impreza wisdom
The Cobb Intake is considered the best intake by far for the MAP based EJ series N/A engines (IE your car) good for 5-10hp depending on who you ask and what dyno it runs on, yet expensive ($280 new, ~$150-200 used . The Injen intake is also good, but its got alot of long piping and goes into the fender with a cone filter... Not as good of a design, and equally expensive, with almost the same power as the cobb.
Cheaper options are the J-bend intakes like Weapon-R (garbage), JC Sports (also garbage), and intakes you might find on Ebay... With those, you loose low-end, but have decent high end, and cost usually $150 or under. The problem is though that you just get hot engine air instead of actual cold air with these intakes...
Simple options include: Ganzflow/PDM style intakes, which basically are just a pipe that goes from the airbox with the filter to the fender. Dont do alot hp wise (2-5hp, closer to 2 IMHO) but are cheap ($75-40), but you can do the same thing with home-depot piping as suggested.
Another option is the throttle body cone filter... Basically you stick a cone filter on the throttle body and get air via the hoodscoop. A little custom tubing is involved to maintain engine vacume, but its just about the cheapest option (new cone filter ~$40, used can be had for about free )