Here's what Subaru has to offer for the '05 STi. Lots of stuff already...

http://www.subaru.com/microsites/spt...=WRX+STI+SEDAN

The new lateral links might help with the turns and launching. I'm shopping for something I can spend my $500 in Subaru bucks!

Are the struts tops an upgrade then??? I'd like to know.

Possibly the short throw shifter but I like how it shifts already. But hey if you can pick up a tenth or two in timed events then it might be worth it.

As far as improving your '05 I deleted the resonator. Directions on scoobymods
http://www.scoobymods.com/forums/showthread.php?t=113
and put in a K&N ($40 at Autozone).

The link to '04+ STi mods are here...
http://www.scoobymods.com/forums/forumdisplay.php?f=68

I made a few comments here regarding removal in another thread...
https://www.i-club.com/forums/engine-power-ej25t-sti-2006-wrx-90/sti-intake-silencer-removal-77039/

The downpipe has a cat and will provide the most punch for the money from what I have gathered. So long as you get a well designed one (bell mouth). If you leave the 2nd cat and stock tailpipe boost creep shouldn't be an issue. Perrin offers a beautiful downpipe but I haven't confirmed that it works on the '05.

Remap would be possibly 3rd on my list and it's the most expensive. Cobb is claiming 25hp with their Stage 1 remap $645 which requires no physical modifications.
http://cobbtuning.com/sti/

They're stage 2 is a turbo back exhaust with remap claiming 350hp.

Equal length headers is also a possibility and could be cheaper than a remap. They install rather easy according to scoobymods

Underdrive pulleys would also pump your horsepower but at a cost.