Just grenaded 3rd on my 5-speed as well. Sounds like you easily have the means to go with the STi.
Agreed with the above -- you will have to build the motor.
Here's my typical progression, the same as many like me for a WRX:
1) Bolt-ons and a tune.
2) Cracked #4 ringland.
3) Build motor for more horsepower
4) Strip third
5) Install 6mt. In my case, I'm going with a JDM 6-speed because like the close ratios. And of course a beefier 5-speed (PPG's etc.) is always an option.
You might even consider a new STi and install some drop-ins right away.