my 02 WRX used to slide into 1st at 20mph with no problems. That was when new. Later on, I couldnt slide into 1st unless I was at a complete stop.
My 05 STI started behaving the same way, I could slide into 1st at 20mph, and now 2k miles later it started to behave the same way. There are some days when I cant even slide into 2nd. I think the cold weather is a factor, since in winter, when the tranny is cold it is a real pain to shift at any gear, not to mention downshifting.