to add a little more to "whats needed" ... my swap is from an 02 RS to an 06 STI.... the same will go for an 02-03 WRX or RS...
along with the other things that were mentioned, with this COMPLETE swap, you will also need the following
-STI pedal assembly (gas pedal is a throttle-by-wire, vs the standard throttle-by-cable on the earlier GDs)
-an adapter plate to mount the gas pedal, as it will NOT directly bolt in. one can be purchased at www.eastcoastswappers.com
-FULL abs system, including the control module, and all under the hood brake lines and perportioning valve
-struts or coilovers (the 5x100 and 5x114.3 hubs are different sizes, therefore the 5x100 struts/coilovers will not bolt to the 5x114.3 hubs
those are the important ones.. but there are a ton more, like door panels/window switches, instrument cluster, windshield wiper motor assembly, etc