Well from what I know the 04 STi cluster will go into the 02-04 Imprezas, you just have to cut a wire. B17 or something? Someone chime in and correct that.
05 STi clusters go into 05 Imprezas and so on. Or at least that's my understanding.
As for JDM clusters, V7s are a direct swap into 02-03. Maybe 04s too, I'm not sure.
Hopefully we can get some knowledgeable people in this thread to add to/dispute/confirm what I've said.