I'm actually doing an STI 6 speed swap in my '06 Baja Turbo. To do a 5 speed swap here is the list:
1: tranny+shifter linkages and shifter assembly
2: clutch+flywheel along with clutch fork, bearings and all hardware
3: clutch master cylinder with reseroir, line, and slave cylinder for 5 speed
4: 5 speed standard drive shaft
5: rear diff (R160) to suit the gearing of the front diff or a ring and pinion swap
6: standard baja wiring harness
7: ability to flash a standard baja map onto the ECU and being able to tune out the couple CELs that will arise
8: 5 speed crossmembers as well as all bushings and transmission crossmember mount
9: depending on the year tranny you get you MAY need front axles
10: the skills, time, and money to do the swap!
The WRX 5 speed will be a better choice than the LGT (to my knowledge) but the STI 6 speed will be even better!
If you want specifics, just PM me, I can give you the list seeing as how i will be preceding with the STI 6MT swap in a week and a half, I'm waiting on the parts to arrive at my doorstep haha