Koni struts in stock housings
Keep stock rear strut tops
Group N front strut tops
used STi springs. If you want to spend on a little more performance, and are okay going a little stiffer, swift spec-r or RCE "regular guy" springs.
TIC fender cowl braces
Whiteline Comfort ALK
Whiteline adjustable 24mm rear sway, set middle.
Rear camber bolts or Whiteline adjustable rear lateral links so you can remove some of the rear camber, which will further help the understeer issues.
Go to a custom alignment shop and get aligned to about -1.5 f / -1.0 rear camber and zero toe
-- this is a bigger deal than you might think. Just the rear lateral links and a performance alignment will change dynamics big time, even without a rear sway. When lowered, you're almost -2 in the rear, which makes it grip hard. Pull some out and add some to the front and everything is more neutral. Tire wear is offset through rotating. You get inside wear in the front and outside wear in the rear.
Those suspension upgrades make for a quality DD ride and great performance. Do not consider coilovers if you value ride quality or wish to spend less than $2500+ on strut & spring. Konis are THE quality option, dspecs are only a small step down, and easier to install since you don't need to hack up the stock strut housings. I love my Konis and it's well worth the extra work, IMO.
17x8 wheels and 235/40/17 tires OR 16x7 wheels and 225/45/16
-- these are tire sizes to get in order to change the final drive. There are no good 18" tire sizes for this. The final drive ratio change makes the car much more fun. Yes this small a change in final drive is noticeable.
-- 16x7 is the cheaper route for both wheels and tires, but people love their big wheels. There's not a lot of tire selection in 225/45/16, you have to commit to a summer tire, but sounds like you live somewhere this isn't an issue.
(if leftover money) lightweight crank pulley
Save TMIC for bigger turbo, not really necessary for stock turbo. Keep an eye on the local classifieds / craigslist for a used STi intercooler and if you find a good deal, pick it up. The sti style y-pipe will give small gains vs. the ribbed wrx y-pipe, but it's not huge, wait for a good deal.
That would be roughly $3-4k on suspension, wheels and tires and $1500-2k on exhaust & tune depending on brand and such of the exhaust pieces.
As mentioned, smaller diameter wheels / tires are big part of bumping up the engine performance. That list is pretty much all the bang for the buck 2.0L mods. Beyond that you're looking at braces to further stiffen the chassis, and/or the next turbo size up. If you're thinking anything bigger than that small turbo upgrade, then cut your losses, sell the WRX and get an STi or Evo, the Subaru 2.0L doesn't want to be pushed that hard without replacing everything... like EVERYTHING. I figured this out too late, I was in too deep already and there weren't Evos or STi's when I bought my WRX. There were Miatas and Civics and Mustangs and Z28s.