I own a MY01 RS 2.5l
Took off my axleback and had a shop weld a WRX axleback to my midpipe. (Was going to have a custom midpipe, lack of time and money) Made the exhaust sound a little deeper, and no real noticable gain in performance. Though, the twin tips looked and sounded better then my stock muffler.
Went back to the shop a month later for the midpipe to be put in. They took the flange that connects to the cat and put it on a 2.25" midpipe (no resonator) and welded the other end of the MP to the muffler. Again it deepened the exhaust note, however this time I could feel it accelerate better through the rpm band. No gain...No loss in power, definately smoother. If you go with the whole WRX cat-back then you might lose a little back pressure in the midpipe due to the larger diameter. Stay close to 2.25 from cat-back.
In short a WRX will not hamper your performance nor net you much of a gain. Though, it frees up the exhaust a little and deepens the exhaust sound nicely. Also, you will have to have a shop install it or someone who is very handy with welding.