Everything I've read says that cross-drilling just weakens the rotor too much, making it prone to cracking. I guess getting the rotors cryo treated after having them drilled might make them less susceptible to cracking, but you'd still have a few dozen stress magnifiers around the rotor. With me driving almost exclusively on the street, it might not be a problem, but I don't want to worry about it.
From what I've read, the only way to do it properly is to cast the rotors with the holes already there (as Porsche/Brembo does for their OEM stuff). However, I don't know of any companies that do that for Subies.
Last but not least, I just think something like cross-drilling would be too much for a 165hp 4 door sedan - kinda implying the car was sportier than it really is, ya know? That's why when I painted my calipers, I painted them aluminum (to match the rims) rather than some bright color. Same thing with my exhaust, too - whenever I do replace the muffler I want something that sounds good but doesn't sound too racy. It's just my personal preference I guess. I could see slotted rotors looking good on the Legacy (as on Paul's website), but cross-drilled just doesn't look right in my mind.