if your going to go vf39 you need to do it right. you need to swap out to atleast an STi fuel pump. which can be had for 20 bucks used... You need STi sized injectors or larger. and you really should do the STi intercooler.
you dont need a tune to drive it with the vf39. i put a 39 on my buddys wrx and he drove the living piss out of it on his tune he already had and it still made a noticeable difference in power. How ever a tuen would be highly recommended.
You dont need any fancy tools to do this swap. it should take you about an hour max. theres only 5 bolts holding the down pipe to the turbo. and 2 holding the down pipe to the exhaust. 4 bolts stoping the intercooler from coming off, and i cant remember how many bolts stoping the turbo from coming off the uppipe, but its only like 3 or soemthing, disconnect the couple coolant lines and pull the turbo out the top, and put the new one right back in. its a very simple swap.
how ever the price of a vf39 used vs a new td04 used.. its nearly twice as much. So might just think about going td04 again unless your really wanting to do soem power. in which case i would be switching to a 04 STi ecu, so you can run an acess port or UTEC.