I also have an 03' Legacy in Wagon Flavor. If you figure out how to disable the day time running lights, let me know.
Look into a CIA (Cold air intake) they can help out too, as well, there are always exhaust system modifications.
From what I've gathered, (I'm fairly new here too) Modding the EJ25 (our engine) is 'big bucks' for any real apprieciable gains.
Try the NA forums too.
And check this link as well.