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Originally Posted by cody
I'm 99% sure that all WRX's have a cat in the UP while all STI's do not. Regardless, some STI owners have even put in Crucial UP's since they're ceramic coated. But I don't know how great of an investment that is. I've seen a guy with an STI sware his turbo spooled faster with it, but who knows for sure. But for a WRX, I totally recomend an UP.
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IIRC, the up-pipe cat is a crazy expensive cat developed by GM and used by Subaru as part of the old GM/Subaru partnership. It's because of that cat that the WRX was finally able to make it to the US, since it allowed the WRX to pass cold-start emissions in CA.
However, in the '06 (IIRC) the up-pipe cat has been replaced with a much cheaper air-pump system that adds fresh air to the exhaust stream allowing the down-pipe and mid-pipe cats to work more efficiently so the car will still pass CA emissions tests.
As far as the benefits for an up-pipe: if the up-pipe cat were to break in anyway on the WRX, there's a good chance the bits would destroy the turbo.
Plus as Cody and others have mentioned, an aftermarket up-pipe on '02-'05 WRXs help spool on the turbo quite a bit. I'm not so sure about how they'll work on the new '06.