Gas difference isn't as big is they make you think as they use different methods of determining octane.
Think about buying a JDM STi block and tranny, and drive trane bits, JDM, and busting a TECII or TECIII. Hell you can buy everything but the block and Call up TurboXS and have them help you with a 2.2 or 2.5 block.
If you are doing that you might just buy aftermarket shafts, and do a modena, MRT, or chalak gear box, which might be equally available and you might get more bang for your buck.
Hell you could even buy a used STi Ver5 or so (7kish) and find some shady cat to do a vin swap.
I've also heard doing the conversion yourself is a monumental PITA.