you do not wan the blue lights. No reason you can't upgrade, just stay with 4500-5000 Kelvin or less. try reading at
Daniel Stern Lighting Consultancy and Supply other good info there. Depending on bulbs style, look around for Narva +30 or +50. Nice improvement and so far they are lasting on our 03 H6 Outback.
not a lot out there to add more ponies. You should really try to remove weight. If you are radical about it, you cold remove the rear seat! If you will be in town where you could call someone if you had a flat, leave the tools and spare at home, have your buddy bring you the tire and tools. every 9 to 13 pounds or so equals 1hp. (depends on weight of the car)
lighter rims help even more. reduces unsprung rotating mass. You might consider a slightly lighter flywheel when you need a clutch but, that can be annoying for some people.
intake and exhaust won't get you much on a NA Subaru. But suspension mods will make it fun to 'throw around the corners' .