The muffler makes no difference. The intake could be a BIG problem. If its a problem intake no amount of tuning in the world can fix a poorly designed intake with physical design problems. Bottom line is if you buy no name parts, expect no name performance and possible problems. If you can afford a WRX and you can afford to mod it, you can afford decent parts. If you can only afford generic parts, then you cant afford to mod the car to begin with. If you are just looking to save money, then save it and dont bother buying mods at all. I say this because the results are so varried, some people have great results, others have horror stories. A poorly designed cheap intake can (and has in many cases) cause you to lose the motor entirely. The muffler, like I said, that wont hurt anything. But cheap mufflers are almost always VERY loud, and their tone/volume changes dramatically over time, most people find them to not sound very good after a while.
If you want CObb stage 2, you need to buy an Accessport and flash the stage 2 map on the car, and install a downpipe. If you want a protune, you need to find a Cobb tuner in your area, and have them tune it. They will charge between the pretty much standard industry rate of $200 an hour, to as low as $200 total.
An intake or muffler doesnt dyno tune the car. Putting the car on a dyno, and having it tuned, dyno tunes the car.
Hopefully that clears some of it up for ya