i love them too! subaru's r great cars they last forever if u maintain them correctly, they have a good crash rating, they keep their value, wrx's r fast but i also heard that to race them, the stock isn't all great so u may want to add some performance parts.
If you're in the US then the first year was the 02. I hear the 02-03 had the weakest gears but not really a problem if you don't modify too heavily. They also had the most forgiving ECU in terms of accepting modifications. 04-05 got a new ECU that does not like even simple mods without some sort of engine management. They did get a little upgraded gears but nothing big. Big change came in 06 when they got a 2.5 liter engine. I have had an 02 and now a 06 and it is much torquier and better acceleration. I would love to get an 08 but I just bought the 06 so not yet. Other than that there was a slight interior change in 05. They are all great cars but also very abused by youngsters so make sure you have a mechanic look it over or if you buy from a dealer make sure you still get some warranty.