Just for reference I have a 2006 WRX. I purchased the Cobb AP and upgraded my exhaust so I now use the Cobb Stage 2 map. My HP/TQ has very noticably improved and my MPG has improved as well on the highway with premium fuel. I usually use E30 however (30% ethanol) which runs just fine in my car for the past 50,000 miles or so. The MPG does go down with E30 but the cost of fuel is less than premium so it works out well. Many people run e85 or other ethanol blends in their WRXs with no problems. E30 is used by many people with no mods or expenses, just put it in the tank and it works despite what some people on this thread are stating it will not damage your engine/lines/seals/etc.
Something else you might consider is a FFI Platinum E85 conversion kit. You can easily convert your car to E85 (flexfuel) yourself for only $320 which is way cheaper than the option you are considering. Many people have given it great reviews.
There is also a lot of information on this website about E85, facts, myths etc.
http://www.change2e85.com/servlet/Detail?no=105
I am considering the FFI Platinum myself. If you get it and it works for you let me know. Thanks!