Cliff Notes: Jamie and Scotty are right. What follows is a bit about cylinder walls.
Drive the car as close to what subaru suggests regarding 4000 rpm for 1000 miles, mostly in the mountains or back roads with lots of up and down shifting and use the gears a lot and don't forget to get into the boost. That's good for the very hard Nikasil TM coating/"liners." Then keep the oil in for 3000 to 3750 miles.
I did change to synthetic at 3750 miles, with a weight recommended by Subaru for the environmental conditions (Fall/Winter of 2001). If you can't do the right kind of driving during and past break in, you should probably do as Scotty said, or maybe go even longer before changing to synthetic.
Don't use high sulfur gasoline, which can be bad for the Nikasil. Nikasil has been used on many "elite" cars, including the BMW V12, and in a lot of racing engines for cars, bilkes and ultralites. BMW owners have had problems with Nikasil, usually owner preventable via better maintenance and better fuel. However, BMW once had an engine replacement program for a Nikasil problem. Problems tend to go with Nikasil plating on high pressure castings which are porous. More facts can be obained via Google for Nikasil and process or patent.
There is an engine manufacturer, I forget which one, who recommends that Nikasil engines be broken in on the road, and never on a dynamometer, so there seems to be a little science/art about this Nikasil business.
The good news about Nikasil, is high durability (way over 100,000 miles) plus good heat transfer and low friction.