open hood, look at passenger strut, behind it near firewall you'll see a little grey device that says CAUTION High temperature (that's true f00k! ) disconnect it
that's for GC8 series bodyes, but WRX probably has the same location, just look for the CAution thing

 

Yeah, on the GD bodies, there is a silver little box mounted on the passenger side of the car that does say caution high temp. Just unplug it and tie wrap the connector to somewhere and Voila.

 

Hey if I recall correctly you have HIDs or at least you were getting them? If so you'll need to disconnect the main DRL module, inside the car next to the glovebox.
If you'd like shoot me a PM, we can meet up someplace like last time when I scanned your car and I can disconnect it for you in about 30 seconds without taking anything apart.

 

Well I don't have to remove the glovebox any more because I know where it is, but you might
If you want to give it a shot, lie on your back looking up between the glovebox and kick panel, you should be able to see a white rectangular connector up there plugged into a large module. Unplug it and check to see that your DRLs have gone away, if so that was the right one.
If you can't get to it this way then you'll have to take the glovebox out.

 

So what's the general concensus, it's under/behind the glovebox or it's under the hood in the engine bay?

 

There is no consensus, it's actually both.
What's under the hood is just a load resistor which completes the ground circuit for the low beams when the DRLs are activated. If you have stock headlights, disconnecting this unit will effectively disable the DRLs.
Next to the glovebox is the actual control module that operates the DRL system, and this is what must be disconnected to disable them completely if you have aftermarket lights, especially HIDs.

 

Sorry for being annoying, but I just need the calarification before doing this. If I just want to disable the DRL's, under the hood seems to be easier. But if I install HID's (which I plan on doing soon), then I HAVE to disconnect the module behind the glove box?