Ive got am AEM EMS works great. I use the AEM wideband gauge interfaced with the EMS. There are tons and tons of different maps and settings in the EMS. As far as the EGT sensor if you already have a gauge just use that, However the EMS has 4 EGT inputs that can trim fuel for individual cyliders depends on the EGT this could be very useful for the suby since a few cyliders run hotter. This requires 4 AEM EGT sensors they are not the normal type. Here is a little info to get you going with the EMS.
1. Goto http://www.aempower.com
and register for the aem electronics forums
2. Download the WRX Timing Error Update Firmware for your EMS.
3. DO NOT RUN THE MAF MAP ITS BAD!!, The EMS comes with a base map that will utilize the WRX Factory Map Sensor. You need to buy an AIT Sensor kit from AEM then you can elminate the MAF. The EMS uses the factory MAF for air temp correction only.
4. Lookup on the AEM forums the GM Boost Control Solenoid part number and the pigtail for it. The factory BCS is not very stable with the EMS and I was hitting 18.4 PSI on the stock turbo NOT GOOD. Follow the instructions for setting up the GM solenoid. GM solenoid is kindy noisy (clicks) but will hold your target boost very good. I am going to purchase the Perrin EBCS later on and test it out.
That should get you going on the basics. Shoot me a PM or post here if you need help. The EMS is a very powerful engine management system, I dont understand why so many people in the subaru community look down upon it when its been proven time and time again elsewhere.