K&n high flow air filter.
The headers are called 'Raptor' (
http://www.raptorsc.com.au/subaru6.html) and are $390 plus postage and need some minor welding to match up on the flanges to the old system.
There are way too many mufflers out there to give you an answer, all have different notes and levels. I have gone for a set of STi quad tip mufflers off an 06 STi as I don,t want much noise, just more flow and performance cuz I'm old

there is a heap of info on exhausts and noise here
viewforum.php?f=55I change my oil and filter every 7500kms which is way under recommendations but it's a cheap thing to do and in my opinion is worth being kind to the motor.
The brakes are fine with bendix ultimate pads but if you want even better then there are many options of what to put on. You're best off to do some searches on this forum to see what others have done ( any brake upgrade won't be cheap either)
I think that covers it mate.
Good luck and enjoy

Gaz