With the right parts these cars can be surprizingly competitive at autocrosses and I've outrun plenty of STi's in my region over the past 3 years. The main things are going to be 2 degrees of negative camber up front, good shocks and struts (Koni's are arguably the best), a big front bar, and a fresh rear diff. If you want to go to the next level into ESP, you'll also be able to do full length subframe connectors which will make a big difference, an aftermarket diff (Eaton Posi has been proven to be the best), and springs (H&R Race or Super Race).
Here's my build thread which has been geared towards ESP, and for the record doing the brakes did nothing for me as the stock brakes on these cars are plenty for autocross...