A good upgrade for 22ts is to do a DOHC swap, most people put 25d heads on their 22ts, and I think you just use stock head gasket. not 100% sure on this

as far as most common upgrades, yes, TD-04, WRX (06-07) and FXT (04?) are what most people use, but this makes for quite some heat soak.
Walbro 255, yes, one of the easiest and best upgrades
I think 02-07 wrx downpipes work, but have to be trimmed ? I cant remember, and for the headers you can use 02-07 wrx headers/uppipe.