Much of this information can be found with more specific searches. In any case, there are hundreds of possible answers here, so here are some of many:

1) Water spray system, radiator shroud, bigger hood scoop (does the 05 come w/ the STI hood scoop? If so, forget it). Generally I wouldn't worry about this. I drive my 02 WRX in 110-degree heat at 85 MPH with the A/C turned on full blast, and I have never seen my temp gauge so much as budge above the default position. This engine is extremely heat-tolerant and does a great job cooling itself even after it is turned off. The fact that there are 350+ WHP vehicles out there with no mods to the cooling system means it is one part of that engine which was overbuilt. Just make sure to keep it full of coolant! Many people have reported that putting in 30% or more water (distilled) and a bottle of Redline Water Wetter seems to help, but you might want to stick to totally factory coolant until you are out of engine warranty.

2) An ECU reflash is totally practical and seems safe; all the WRX models (and arguably the STI) come out of the factory with an extremely conservative tune. Many friends of mine who have done ECUTEK and Cobb "stage .5" and "stage 1" flashes have seen their coolant temps and EGTs go DOWN and their gas mileage increase, not decrease. The ECUTEK reflash is particularly impressive, if you can find a shop that does one in your area, as it seems to make more power with less boost than the comparable Cobb reflash -- but that is a subject for the Engine Management forum. The most obvious risk, of course, is that your dealer would detect the reflash or tampering and void your engine warranty.

You really can't do anything to drastically shorten the life of that engine if you leave the turbo as stock; it is pretty damn bulletproof. As long as you don't run lean or get detonation (or both!) it should last you 120k+. I've got my ECUTEK "Stage 1" appointment scheduled for next month, and I plan to drive out with 290hp, better gas mileage and 40+lbs of low-end torque over stock; a daily driver, just like you.

 

there is a guy out of Tampa, if he hasn't been blown away by recent storms, who makes intercooler screens. Sells em at Subaru challenge events and the like, cheap too. I cant remember his name but im sure someone else on here does.... guys a little help?