While you wont really gain any HP from the Short Block you will gain a bunch of Torque and you can use bigger turbos and push bigger boost with the 2.5L.
Many different people will advise you to get different things, you should do a search on "STi 2.5L hybrid"
Here is what I did with my swap and other things recommended by my tuner.
STi 2.5L Short Block
STi Head Gaskets
Engine Overhaul Gasket Kit
One step colder plugs
STi Water pump
Cosworth Oil Pump
ARP Head Studs
PE Kevlar timing belt
Machined my WRX heads
You will need EM, I went with the Cobb AP, and you will need a custom tune as there is no map available for the hybrid setup.
If you have enough money you should do some head work like upgrading your cams, this will help with your top end power.