I never really see the topic of turboing an NA Subie as a "can you?" issue. Yes you can, there are risks (aside from what some say) that can be managed if you do it right. It can also be very expensive, at which point you have to (or at least you should) ask yourself, "Is it worth it? Or should I just spend the cash on a WRX?
Turbocharging and NA car will get you a more HP. Buying a WRX will get you a more HP in a more reliable turbocharged engine and...everything else that you get with a WRX that you can't get on a 2.5i or RS. Upgrqaded suspension, bodykit, scoop, spoilers, better seats, etc. etc.
Turning a 2.5i into a WRX can be a fun project, but it's never going to be cheaper than just buying the WRX to start with.