Reliability? When mildly modded?
What’s the deal with bolt-ons? Cobb tuning reflash kit and a turboback a good idea for a fun DD?
How much power can the motor/clutch/transmission take before you have to worry?
What’s the deal with all the legendary transmission problems?
What tuning options are out there?
Thanks!
Reliability: Depends heavily on previous owners. Apply this to all of your questions. I sold my modded '02 with 56k on it and it didn’t have a single problem.
Bolt-Ons: There are a lot out there, and they are significantly more expensive than the next car. Cobb’s reflash is a cheap alternative to the TurboXS UTEC, but the rest of their parts are overpriced when compared to the competition.
Engine/Clutch/Tranny: Depends on DRIVER. I had alot of “fun” on my car and was still on the stock clutch/tranny, but I launched it maybe 3 times in the 2 years I owned it. Engine will hold up fine. Tranny isn’t the best. Don’t expect it to make 300-350whp and not explode. Mike (Innovative) Tom (dozr) Nick (RedRRocket) all ate theirs. If you don’t drive like a retard, your transmission will be fine, pending your power output. If you are into auto-x or rally like those guys are, expect shortened life. It’s not glass, but it’s not going to take abuse either.
Tuning: Cobb Accessport: Reflash for more power. Works ok. You can step up to ProTuner / Street Tuner and get a more refined tune.
TurboXS UTEC: Boost/Fuel/Timing maps, launch control some other stuff, more expensive but still not detectable during inspection and allows for datalogging.
If you buy one, Intakes are bad, MBCs are bad, and atmospheric BOVs are bad, unless your car is setup and tuned for one.
Jrex just about covered it. Its a great car that will last forever if you take care of it and don’t drive it like a jerk. Parts are a bit more for these cars but they aren’t drag cars, dont expect it to ever hold up to launching from a dig and you won’t take many cars from a roll but you will stick to the road like glue in the twisties.
don, lets hit up that dealer soon to test drive 
I have 75k on my 02 WRX, my only issues at this point:
-One of the plastic pieces holding the front driver’s window up broke, causing it to sit cock-eyed
-One outside trim piece needed a new plastic clip
-A/C tensioner pulley is a plastic piece of poo. And apparently likes to break, and did so on my car.
-Wagons are slow & ghey especially the Sedona Red ones, and would result in sudden death/injury if you just so happened to get said WRX wagon, in above said color.
But asides from that the car still drives as good as some of the new cars I test drove prior to looking at any Subaru. Mechnically it has been rock-solid for me keep in mind I only abuse mine slightly (Occasion road-course/auto-x runs) beyond that it rarely even sees boost. And the above are my only real complaints, which considering all of which is super-cheap/not-necessary to fix makes me quite happy. 
Jrex covered just about everything. Again most of it depends on the prior/current owner’s driving habits, if they beat the piss out of it expect some issues beyond that I give it. :tup::tup:
And this folks is why Justin is 1337 sauce for parts.
Watch out for the quick 1-2 shift self destruct. Spec clutches are a no no. They make for nice daily drivers provided you dont want to run 10’s. Like justin said intakes are a waste of money.
We have worked on a ton of WRX/STi’s and they all pretty much do the same mods. Cars can be fun.
If you need help modding or need work done on one you know where to go 
imprezas are rock solid. my mom has been buying them since '95. i took her wagon out one night and understeered into a curb at 45~mph. jumped a concrete parking stop, got some air, landed, and drove away fine. nothing broke or bent or anything like that.
When it comes to imprezas our rally wagon is a 93L 1.8 that we bought for $200 normal maintence has got the thing well above 200k on the odometer now. It still runs amazingly smooth for a car whose only purpose is driving through fields.
I ate my clutch on mine in 7k miles…wasnt happy about that one…
o2 sensor blew with the first 3k miles and the alarm died with the first 5k
goods: I loved the perfomance, AWD plus snows = killer winter fun
mine as completely stock and was definitly no dog
If you can wait for an 07 they are making serious upgrades the the interior, which is much needed. Probably one of my biggest complaints. Everything inside seem so light and delicate, like if i looked at it wrong itd break/fall off. Seats were very comfortable though. It is just extremely noisy with windows down, couldnt hear the passenger without yelling, couldnt hear the sadly sadly underpowered radio over the wind noise.
Like Justin said, nice Daily drivers, just don’t get too ambitious. If you are a bad driver, you will kill the tranny/ clutch. I had a stock clutch with well over 80K on it, plenty of time on the dragstrip 50 + launches and my car made 272 whp so it was not exactly stock, and it was fine.
The biggest downside I though the car had was the lack of under 3000rpm power, and by lack of power, I mean it. 2nd gear under 10 mph a tractor trailer will pull you. 
X…
yeah, you just reminded me of my mom’s bid with a manual '98 wagon. it was her first manual and she ate two clutches a year.
I am still convinced that the transmissions are a guessing game. Some go bad, some don’t. Xanders transmission was way more abused than mine, and he never had issues. my transmission grinded gears downshifting to 1st from the first week I got it, and developed a 4th gear grind later. I finally got them to rebuild it, problem being that I am almost sure they did not really check tolerances, etc and I ended up blowing third gear driving onto an entrance ramp to the highway, NOT WHILE SHIFTING.
If you EVER have plans of modding past the TBE, Reflash, etc… save your money and buy an STI, the differentials make it worth it. If you ever want nearly the same performance out of a WRX plan on spending 3k on differentials and 3k on a transmission at some point.
The car in general is pretty damn tough. My car went through a lot and I didn’t have many issues.