I've used Redline, Royal Purple, and now Torco in my trany and engine. I want to try Neo, but it's pretty darn pricey.

I used redline based on everyones recommendation both here and other forums. Shifting was easier, but at the same time it tended to grind while at a stop more often in hot weather.

Royal Purple right now is on my rear diff, I can't really comment on that. No abnormal noises is about all I can say.

Torco is pretty good stuff and infact the grinding at first actually was lessened quite a bit. It still does every now and then, but only about half as much.

Do more research and try to get a better idea of what others are using.

I mentioned Neo only because a recent magazine article did their write up on the WRX and praised it highly.