Intake - Hard to find. some people have made their own.
Turbo Inlet - Vex can get em for about 400
Any Subaru-ready turbo will fit
Exhaust - Any exhaust from a 02 - 07 WRX/STi will work as long as its a Turbo Back, the catbacks dont work with the JDM downpipe
Brakes - Your front brakes should be the 4 pot subaru ones, which are the same as the 06-07 WRX Rears are a little harder to find info on
Suspension - anything that fits a GC8 (93-01) will work for your car.
Shifter - The Japspeed one works, or swap out the entire shift linkage for a 02-07 WRX and you can use any short shifter you please.
Check out my build thread, or GC8REX for what works with what.
And for a tune/ECU. There is no "Robs Tune" available yet, so the other option is Apexi. I recommend Husky 94 (thats the closest gas station to my house) or Shell. SOme mixed reviews on both. Ideally you'd want the one you're tuned for, but because thats not an option...YMMV
Any questions,shoot me PM