The wagon shocks are different to saloon, yes. I would assume the springs are the same though.
I'd recommend uprating the standard shocks to KYB Ultra SR's if you don't want to go the coilover route.
Personally, i wouldn't bother with the STI springs - i went from WRX to STI springs on my standard shocks and there wasn't that much of a difference. Get a set of Prodrive or Eibach springs and they are a much better improvement.
I've done half a dozen track sessions on Prodrive springs/ Ultra SR shocks now with no problems at all