The list of things you need is huge and even if you have it all there will be some stupid thing that you will need that will hang you up.
List for my swap:
03 WRX engine/turbo/STi IC/UP/ECU
Turbo Legacy x-member
bulkhead harness from WRX and the car it's going into
New flywheel/clutch (if you keep the N/A trans you have to get a RS clutch/flywheel WRX one is the oppistie and won't work)
engine and trans mounts
Turbo back exhuast
PS pump/lines and tank from WRX (you can use the RS lines with a little careful bending)
AC from the RS (if you're puting it back in)
Lots of help from friends and a lot of time spent wiring
Beer to pay the friends
I know I'm missing a few things. I started with a 96L so anyting I could replace I did. The L rad is working so far but a WRX one won't bolt in without modification. The L trans won't last long (mine ate 2 in 6 months untill I put a RS one in. So far it's holding)
If you plan on doing intake/injectors/UP/most motor work do it while the motor is out of the car. Replacing the seals/pump/timing belt is a good idea but depending on the history and condition of the motor it may not be nessary.
The existing gauges should work but I put in a v3 STi cluster while I had the dash apart so I'm not a 100% sure. Other gauges EGT/Boost/oil temp/oil pressure/ect need to find a home but it's easy to make places to fit them.
Take you time, make sure everything is the way you want it. Otherwise you will be kicking yourself later when you have to tear it apart again to fix it.