An intake (short ram intake, cold air intake) like the exhaust, is only a noise and aesthetic modification. Dyno results have shown equal gains with just a K&N panel filter in the stock intake housing.
Supercharger will net you 220+ whp and cost in the neighborhood of $1500-$3000.
Turbo setup can yield much higher gains, but at the cost of time and money, likely around $3000-$5000.
Getting it tuned should be the first mod for any SVT owner, contact Tom (1turbofocus). Also, his three recommendations for performance are tune, ORP, and 67mm throttle body.
Mine: 2004 Subaru WRX Wagon: 116k, WRB
Gone: 2002 SVT, #1654
Hers: 2012 Focus Ti Sedan: 67k, SGM, Manual