If your after looks, just go for a muffler.
If your after sound, go for UEL (Unequal Length) headers which will give your car that boxer rumble that is synonymous with all WRX's.
If your looking into a catback exhaust, save your money and go for mild steel over stainless.
I will say the same thing that was told to me when I asked virtually the same question (though on a different Liberty; Gen3) and that is, get a nice muffler and save the rest for suspension/handling mods, you will notice every cent spent.
Also it's almost a unanimous opinion that on a NA car you should go no larger than 2.25" for the catback. You could perhaps do a 2.25" catback exhaust, into a 2.5" diffback.
Good luck, and welcome to Subyclub =)
May I also encourage you to post an introduction thread, including pictures of your car, if indeed you plan to stay, something that you will thoroughly enjoy.
Not only are the members very friendly, but this forum platform is very user friendly with lots of features not normally associated with a forum. At least that is from my personal experiences.