[SpecB]

I'd definately consider fuel pump as a must, yours is at least 11 years old and you will be asking for a lot more fuel, the PPP has an uprated pump as a part of the kit as well so Prodrive/Subaru think it's needed as well.
Exhaust can be found second hand cheap enough although most second hand units are full decats, you should be able to get a used STI up-pipe cheap enough from a breakers (these don't have the cat) with £15 for the filter from Steve and a new pump your looking at around £400-500 in parts tops. If you're doing the work yourself or getting a non-specalist garage to do it make sure to get hold of some new turbo studs just in case as well as all the up-pipe/turbo gaskets.
My car also needed a 3 port boost solenoid as the OE 2 port couldn't control boost properly and limited the map to 260, when they swapped it I saw 275 with the 3' system, up-pipe filter, pump and map.
Something to consider with the aftermarket de-cat up-pipes is that some (e.g. Magnex) are very large bore and hurt spool up, my 'Harvey' up-pipe specced for 450bhp is narrower than my old Magnex pipe!