first: 2009 = 2008 for you
(most of those suspension parts will work. ask first about the front sway bar though sedans are shorter than the wagons (like in your case))
third: do a search. for basic stuff, try high flow air filter or the hybrid intake depicted in this thread (for the love of god do not install a cold air kit), 2.25/2.5" exhaust, lightweight crank pulley, lighter wheels, better tires, and remove some weight. thats all you can do now for staight line performance, however if your bold you can look into open source tuning (tactrix cable + ROM Raider (no maps really available yet for 08-09)) or the N/A accessport thats coming out, the new delta cams coming out, and headers/ high flow cat. past that your looking at port & polish, big valve jobs, full heads, internals, basically as high as you want to go. be warned that you can spend a good $5k just on the engine, and still have much less horsepower than a stock STi.
hope this helps