Sammy - Congrat on getting a WRX. As far as transmission/braking, you should just slow down in gear, until it gets down to like 1000-1500 rpm, or you feel the engine is bogging. Then push in the clutch. You shouldn't coast down the road in netral. When the car is stopped, then put it in neutral and let out the clutch. Or if you're ready to go, put it in 1st gear.
If you're just slowing down, and not stopping, just slow with your brakes. When you get to your desired speed, then shift to 2nd, 3rd, or 4th or whatever gear is appropriate for your speed. Again, you shouldn't be in neutral unless the car is stopped.