Totally normal and love the sound!
My exhaust is all OEM BUT I have a Magnaflow CBE (with resonator), CFM HFC (the $399 one I forget if it's the street or race but it flows better than their other HFC for $349) and today ordering CFM's flex pipe.
I've loved the exhaust popping noise every since I bought my SVTF but I'm sure I'll be loving it allot more when my full exhaust set up is installed next week.
2004 Silver WRX 300+whp
2003 BMP VW Golf GTI 20th AE #2845/4000
2002 Sonic Blue SVT Focus #1200/4788
2000 T-Red SVT Contour #1089/2150
1998 BDP Subaru Impreza 2.5RS #1595/1695