It will depend on what route you go. If you're doing a swap or using wrx/sti manifolds and piping then you need a wrx/sti exhaust. If you're doing a turbokit then you will probably need a custom exhaust as most 2.5rs exhausts are only 2.5inches or smaller.

If you're doing a kit or some sort on your stock shortblock please A)do not go above 7psi and B) check your oil as we have leaks all the time. I know several friends who have blown their engines doing both. Also going above 7psi you might be making too much torque for your stock tranny and will blow something.

If you're looking at going above 7psi for massive power it is cheaper to do a wrx swap.