I agree I just got an 04 RS and I think it's the funnest car I've ever had too. I think www.cobbtuning.com is a good place to start they have lots of good stuff. They also have some dyno charts for a 2.5 and I think there stage one system (cool air intake/cat-back exhaust) adds like 12HP for about $850. You can go up from there in power and price. Now if you want to run some rallyX Primitive Enterprises http://www.writerguy.com/primitive/ has some good undercarriage armor as well as a bunch of other cool rally stuff for Suby's. I was thinking about doing some rallyX myself one thing you may want to consider is going down to 15" wheels(15" wheels are alot cheaper to put rally tires on, and rallying seems to tear them up pretty good) and getting either some winter tires like Wintermasters (poorman's rally tire ) or actually rally tires, but they can get expensive. Tirerack has some Kumho rally tires or you can find em' used on places like http://www.bensrallypage.com/ One other thing you may want to consider is a better air filter. I know I don't want all that dust getting into my engine. Hope this helps

 

Make sure whatever wheels you buy are alloys and not steelies.