Ugh. So, I took it to my dealer this morning and they said it didn't sound like anything to worry about. At least, that's what the service advisor said. The technician that rode along with me seemed to think it was unusual and wanted to compare it to another 2011 Impreza (but unfortunately they did not have any on the lot).
They also tightened up the heat shields but that didn't have any effect on the noise. I asked about the dent and they said it almost certainly wasn't deep enough to contact anything underneath.
Oh well. I guess I can just wait and hope that it goes away as everything settles in. I think, when I have some free time, I'll try loosening the heat shield to see if it has any effect on the sound. Maybe I'll take it by an independent shop for a second opinion. I don't know.